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.

Installation

You can install the stable version from CRAN.

install.packages("RecordTest")

You can install the development version from GitHub

# install.packages("remotes")
remotes::install_github("JorgeCastilloMateo/RecordTest")

How to start?

Get started in RecordTest with the vignettes

vignette("RecordTest")