recordtest

Inference Tools in Time Series Based on Record Statistics

https://github.com/jorgecastillomateo/recordtest

Science Score: 13.0%

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    Found 10 DOI reference(s) in README
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    Low similarity (13.7%) to scientific vocabulary

Keywords

hypothesis-testing r-package record-breaking
Last synced: 6 months ago · JSON representation

Repository

Inference Tools in Time Series Based on Record Statistics

Basic Info
Statistics
  • Stars: 1
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  • Open Issues: 0
  • Releases: 0
Topics
hypothesis-testing r-package record-breaking
Created over 5 years ago · Last pushed almost 2 years ago
Metadata Files
Readme License

README.md

RecordTest

CRAN_Status_Badge cran_checks Downloads Downloads Licence

The R package RecordTest provides exploratory data analysis and inference tools based on theory of records to describe the record occurrence and detect trends and change-points in time series. In particular, RecordTest consists of graphical tools, distribution-free tests for trend in location, variation or non-stationarity in the tails, and change-point detection tests, all of them based on 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.

Installation

You can install the stable version from CRAN.

s install.packages("RecordTest")

You can install the development version from GitHub

s if (!require("remotes")) install.packages("remotes") remotes::install_github("JorgeCastilloMateo/RecordTest")

How to start?

Get started in RecordTest with the vignettes

s vignette("RecordTest")

How to cite?

To cite RecordTest in publications use:

Castillo-Mateo J, Cebrián AC, Asín J (2023). “RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events.” Journal of Statistical Software, 106(5), 1--28. doi:10.18637/jss.v106.i05.

A BibTeX entry for LaTeX users is

@Article{,
   title = {{RecordTest}: An {R} Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events},
   author = {Jorge Castillo-Mateo and Ana C. Cebri\\'an and Jes\\'us As{\\'\i}n},
   journal = {Journal of Statistical Software},
   year = {2023},
   volume = {106},
   number = {5},
   pages = {1--28},
   doi = {10.18637/jss.v106.i05},
}

Award winner

Best Oral Communication Award (Student Category) of the I Conference & XII Meeting of R users. I Congreso & XII Jornadas de usuarios de R, Córdoba, Spain.

References

Castillo-Mateo J (2022). “Distribution-Free Changepoint Detection Tests Based on the Breaking of Records.” Environmental and Ecological Statistics, 29(3), 655--676. doi:10.1007/s10651-022-00539-2.

Castillo-Mateo J, Cebrián AC, Asín J (2023a). “RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events.” Journal of Statistical Software, 106(5), 1--28. doi:10.18637/jss.v106.i05.

Castillo-Mateo J, Cebrián AC, Asín J (2023b). “Statistical Analysis of Extreme and Record-Breaking Daily Maximum Temperatures in Peninsular Spain during 1960--2021.” Atmospheric Research, 293, 106934. doi:10.1016/j.atmosres.2023.106934.

Cebrián AC, Castillo-Mateo J, Asín J (2022). “Record Tests to Detect Non Stationarity in the Tails with an Application to Climate Change.” Stochastic Environmental Research and Risk Assessment, 36(2), 313--330. doi:10.1007/s00477-021-02122-w.

Diersen J, Trenkler G (1996). “Records Tests for Trend in Location.” Statistics, 28(1), 1--12. doi:10.1080/02331889708802543.

Foster FG, Stuart A (1954). “Distribution-Free Tests in Time-Series Based on the Breaking of Records.” Journal of the Royal Statistical Society B, 16(1), 1--22. doi:10.1111/j.2517-6161.1954.tb00143.x.

Owner

  • Name: Jorge Castillo-Mateo
  • Login: JorgeCastilloMateo
  • Kind: user
  • Location: Zaragoza, Zaragoza, Spain
  • Company: University of Zaragoza

Statistics & Mathematics

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Jorge Castillo-Mateo j****o@g****m 35
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Packages

  • Total packages: 1
  • Total downloads:
    • cran 238 last-month
  • Total docker downloads: 21,613
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 8
  • Total maintainers: 1
cran.r-project.org: RecordTest

Inference Tools in Time Series Based on Record Statistics

  • Versions: 8
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 238 Last month
  • Docker Downloads: 21,613
Rankings
Forks count: 28.8%
Dependent packages count: 29.8%
Downloads: 32.0%
Average: 32.2%
Stargazers count: 35.2%
Dependent repos count: 35.5%
Last synced: 7 months ago

Dependencies

DESCRIPTION cran
  • R >= 3.5.0 depends
  • ggplot2 * imports
  • stats * imports
  • ggpubr * suggests
  • knitr * suggests
  • rmarkdown * suggests