RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events
Dublin Core
Title
RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events
Subject
extreme value analysis, hypothesis of stationarity, non-parametric tests, records,
R
R
Description
The study of non-stationary behavior in the extremes is important to analyze data
in environmental sciences, climate, finance, or sports. As an alternative to the classical
extreme value theory, this analysis can be based on the study of record-breaking events.
The R package RecordTest provides a useful framework for non-parametric analysis of
non-stationary behavior in the extremes, based on the analysis of records. The underlying
idea of all the non-parametric tools implemented in the package is to use the distribution
of the record occurrence under series of independent and identically distributed continuous
random variables, to analyze if the observed records are compatible with that behavior.
Two families of tests are implemented. The first only requires the record times of the series,
while the second includes more powerful tests that join the information from different types
of records: upper and lower records in the forward and backward series. The package also
offers functions that cover all the steps in this type of analysis such as data preparation,
identification of the records, exploratory analysis, and complementary graphical tools.
The applicability of the package is illustrated with the analysis of the effect of global
warming on the extremes of the daily maximum temperature series in Zaragoza, Spain
in environmental sciences, climate, finance, or sports. As an alternative to the classical
extreme value theory, this analysis can be based on the study of record-breaking events.
The R package RecordTest provides a useful framework for non-parametric analysis of
non-stationary behavior in the extremes, based on the analysis of records. The underlying
idea of all the non-parametric tools implemented in the package is to use the distribution
of the record occurrence under series of independent and identically distributed continuous
random variables, to analyze if the observed records are compatible with that behavior.
Two families of tests are implemented. The first only requires the record times of the series,
while the second includes more powerful tests that join the information from different types
of records: upper and lower records in the forward and backward series. The package also
offers functions that cover all the steps in this type of analysis such as data preparation,
identification of the records, exploratory analysis, and complementary graphical tools.
The applicability of the package is illustrated with the analysis of the effect of global
warming on the extremes of the daily maximum temperature series in Zaragoza, Spain
Creator
Jorge Castillo-Mateo
Source
https://www.jstatsoft.org/article/view/v106i05
Publisher
University of Zaragoza
Date
March 2023
Contributor
Fajar bagus W
Format
PDF
Language
English
Type
Text
Files
Collection
Citation
Jorge Castillo-Mateo, “RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events,” Repository Horizon University Indonesia, accessed April 4, 2025, https://repository.horizon.ac.id/items/show/8296.