RecordTest
Inference Tools in Time Series Based on Record Statistics
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) doi:10.18637/jss.v106.i05 and Castillo-Mateo et al. (2023b) doi:10.1016/j.atmosres.2023.106934.
- Version2.2.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- RecordTest citation info
- Last release08/07/2023
Documentation
Team
Jorge Castillo-Mateo
Ana C. Cebrián
Jesús Asín
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- Suggests3 packages