iid.test: iid test & n.records

In metno/esd: Climate analysis and empirical-statistical downscaling (ESD) package for monthly and daily data

iid test & n.records

Description

Test for whether a variable is independent and identically distributed (iid).

Usage

iid.test(x, ...)

Arguments

x	A data matrix or a vector.
...	additional arguments
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.

Details

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

Value

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).

Examples

  # takes a long time to run
  dat <- rnorm(100*30)
  dim(dat) <- c(100,30)
  iid.test(dat)

  print(n.records(rnorm(1000))$N)
  print(n.records(rnorm(1000))$N.rev)

metno/esd documentation built on April 24, 2024, 9:19 p.m.