Description Usage Arguments Value Author(s) Examples
Test for whether a variable is independent and identically distributed (iid). Used in daily.station.records
.
Reference:
Benestad, R.E., 2003: How often can we expect a record-event? Climate Research. 23, 3-13 (pdf)
Benestad, R.E., 2004: Record values, nonstationarity tests and extreme value distributions, Global and Planetary Change, vol 44, p. 11-26
The papers are available in the pdf format from http://regclim.met.no/results_iii_artref.html.
Note, gaps of missing data (NA) can bias the results and produce an under-count. The sign of non-iid behaviour is when the 'forward' analysis indicated higher number of record-events than the confidence region and the backward analysis gives lower than the confidence region.
Version 0.7: Added a test checking for dependencies based on an expected number from a binomial distribution and given the probability p1(n) = 1/n. This test is applied to the parallel series for one respective time (realisation), and is then repeated for all observation times. The check uses qbinom
to compute a theoretical 95% confidence interval, and a number outside this range is marked with red in the 'ball diagram' (first plot). pbinom
is used to estimate the p-value for the
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x |
A data matrix or a vector. |
plot |
Flag: plot the diagnostics. |
Monte.Carlo |
Flag: for estimating confidence limits. |
N.test |
Number of Monre-Carlo runs. |
reverse.plot.reverse |
TRUE: plots reverse from right to left, else left to right. |
.
list: 'record.density' and 'record.density.rev' for the reverse analysis. The variables CI.95, p.val, and i.cluster (and their reverse equivalents '.rev') return the estimated 95% conf. int, p-value, and the location of the clusters (binomial).
R.E. Benestad
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