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RecordTest  

Inference Tools in Time Series Based on Record Statistics
View on CRAN: Click here


Download and install RecordTest package within the R console
Install from CRAN:
install.packages("RecordTest")

Install from Github:
library("remotes")
install_github("cran/RecordTest")

Install by package version:
library("remotes")
install_version("RecordTest", "2.2.0")



Attach the package and use:
library("RecordTest")
Maintained by
Jorge Castillo-Mateo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-21
Latest Update: 2023-08-07
Description:
Statistical tools based on the probabilistic properties of the record occurrence in a sequence of independent and identically distributed continuous random variables. In particular, tools to prepare a time series as well as distribution-free trend and change-point tests and graphical tools to study the record occurrence. Details about the implemented tools can be found in Castillo-Mateo et al. (2023a) and Castillo-Mateo et al. (2023b) .
How to cite:
Jorge Castillo-Mateo (2019). RecordTest: Inference Tools in Time Series Based on Record Statistics. R package version 2.2.0, https://cran.r-project.org/web/packages/RecordTest. Accessed 21 Dec. 2024.
Previous versions and publish date:
0.1.0 (2019-10-21 15:20), 0.1.2 (2020-02-09 12:30), 1.0.1 (2020-10-05 15:20), 2.0.0 (2021-02-13 20:50), 2.1.0 (2021-08-08 17:50), 2.1.1 (2022-11-07 00:00), 2.1.2 (2023-03-16 00:40)
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