Inference Tools in Time Series Based on Record Statistics
Brown's Method on the Number of Records
Change-point Detection Tests Based on Records
Monte Carlo Draws
The Poisson Binomial Distribution
Fisher's Method
Plots Based on Foster-Stuart and Diersen-Trenkler Statistics
Foster-Stuart and Diersen-Trenkler Tests
Global Statistic for Two-Sided Tests
Record Indicators
Times of Record Plot
Record Times
Likelihood-Ratio Test for the Likelihood of the Record Indicators
Number of Records Plot
Number of Records
Number of Records Test
Pearson's Chi-Square Test for Probabilities of Record
Probabilities of Record Plots
Probabilities of Record
Probabilities of Record Regression Test
Record Values
The Classical Record Model
Record Values and Record Times
RecordTest : A Package for Testing the Classical Record Model
Score Test for the Likelihood of the Record Indicators
Double the Number of Series
From Record Times to Time Series
Reverse Elements by Columns
Split Series
Summary of Record Ties
Subset of Uncorrelated Series
Breaking Record Ties
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>.
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