| Title: | Record Values and Record Times |
|---|---|
| Description: | Functions for generating k-record values and k-record times |
| Authors: | Magdalena Chrapek |
| Maintainer: | Magdalena Chrapek <[email protected]> |
| License: | GPL (>= 2) |
| Version: | 1.0 |
| Built: | 2024-12-16 06:48:17 UTC |
| Source: | CRAN |
Produces lower k-record times for a given sample
lower.record.times(sqnc, k)lower.record.times(sqnc, k)
sqnc |
numeric vector of data whose lower k-record times are wanted |
k |
an integer between 1 and |
a vector of lower k-record times associated with a given sample
see Note in upper.record.values
Magdalena Chrapek
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
set.seed(10) x <- rnorm(100) lower.record.times(sqnc = x, k = 1) #simply lower record times lower.record.times(sqnc = x, k = 3)set.seed(10) x <- rnorm(100) lower.record.times(sqnc = x, k = 1) #simply lower record times lower.record.times(sqnc = x, k = 3)
Produces lower k-record values for a given sample
lower.record.values(sqnc, k)lower.record.values(sqnc, k)
sqnc |
numeric vector of data whose lower k-record values are wanted |
k |
an integer between 1 and |
a vector of lower k-record values associated with a given sample
see Note in upper.record.values
Magdalena Chrapek
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
set.seed(10) x <- rnorm(100) lower.record.values(sqnc = x, k = 1) #simply lower record values lower.record.values(sqnc = x, k = 3)set.seed(10) x <- rnorm(100) lower.record.values(sqnc = x, k = 1) #simply lower record values lower.record.values(sqnc = x, k = 3)
Produces upper k-record times for a given sample
upper.record.times(sqnc, k)upper.record.times(sqnc, k)
sqnc |
numeric vector of data whose upper k-record times are wanted |
k |
an integer between 1 and |
a vector of upper k-record times associated with a given sample
see Note in upper.record.values
Magdalena Chrapek
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
set.seed(10) x <- rnorm(100) upper.record.times(sqnc = x, k = 1) #simply upper record times upper.record.times(sqnc = x, k = 3)set.seed(10) x <- rnorm(100) upper.record.times(sqnc = x, k = 1) #simply upper record times upper.record.times(sqnc = x, k = 3)
Produces upper k-record values for a given sample
upper.record.values(sqnc, k)upper.record.values(sqnc, k)
sqnc |
numeric vector of data whose upper k-record values are wanted |
k |
an integer between 1 and |
a vector of upper k-record values associated with a given sample
The notion of the k-record value was introduced by Dziubdziela and Kopocinski (1976). k-record value is a generalization of the record value in the meaning of such value which is larger (upper record value) or smaller (lower record value) than all previous observations.
Similarly, the k-record time is the extension of record time, that is the moment in which the record value is observed.
Magdalena Chrapek
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
A similar functions (for upper 1-record values only) are
records in package evir and n.records in package iid.test
set.seed(10) x <- rnorm(100) upper.record.values(sqnc = x, k = 1) #simply upper record values upper.record.values(sqnc = x, k = 3)set.seed(10) x <- rnorm(100) upper.record.values(sqnc = x, k = 1) #simply upper record values upper.record.values(sqnc = x, k = 3)