Inference Tools in Time Series Based on Record Statistics.
RecordTest 
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.
install.packages("RecordTest")
You can install the development version from GitHub
if (!require("remotes")) install.packages("remotes")
remotes::install_github("JorgeCastilloMateo/RecordTest")
How to start?
Get started in RecordTest with the vignettes
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.