Inference Tools in Time Series Based on Record Statistics
Overview
Statistical tools based on the probabilistic properties of the record occurrence in a sequence of independent and identically distributed continuous random variables. In particular, tools to prepare a time series as well as distribution-free trend and change-point tests and graphical tools to study 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.
NEW FEATURES
- Implementation of "approximate" or "random" permutation tests with the argument
permutation.testin the functionschange.point,foster.test, andN.test. The tests use samples with repetition of permutations, they do not use all possible permutations. Unlike previous exact, asymptotic, or Monte Carlo tests, permutation tests still ensure test size by introducing a matrixXwith dependent columns as an argument.
MODIFICATIONS
- References update for the new applied publication Castillo-Mateo, Cebrian and Asin (2023) <doi:10.1016/j.atmosres.2023.106934>.
RecordTestlogo update.
BUG FIXES
- Function
recordswhenplot = FALSEreturned the wrong backward record values. It returned the values of the forward series on the backward record times. This issue was fixed. - Function
L.recordreturned a matrix instead of a list when all series had the same number of records. FunctionR.recordreturned incorrect output when all series had the same number of records or there were only one series. These issues were fixed and both functions return a list in any case. - Function
series_untienow admitsNAorNaNvalues without returningNaN's.
From inst/NEWS.Rd in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
- Help pages
- 34 (1 internal)includes a package overview page
- Examples that run
- 96%27 run in a plain check · 1 hold no code
- Exported functions with examples
- 97%
- Documented parameters
- 82%
- Return-value docs
- 97%
- Help pages citing references
- 76%
Downloads
Repository
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/jorgecastillomateo/recordtest on 2026-10-22.
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.2.0Latest2023-08-07 · current release · diff ↗ ·
added 3 exports
I.record.default, I.record.matrix, I.record.numeric - RR 4.3.0 released · 2023-04-21
- 2.1.22023-03-16 · diff ↗
- 2.1.12022-11-07 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 2.1.0
- RR 4.1.0 released · 2021-05-18
- 2.0.02021-02-13 · diff ↗ ·
removed 11 exports
L_global.test, L_lm.test, L_lr.test, M.record, N_exactPB.test, N_normal.test, P.record, P_chisq.test, P_exactPB.test, P_regression.plot, P_regression.testadded 19 exports
N.test, R.record, S.record, brown.method, dpoisbinom, fisher.method, global.test, lr.test, p.chisq.test, p.plot, p.record, p.regression.test, ppoisbinom, qpoisbinom, rcrm, rpoisbinom, score.test, series_record, series_ties - 1.0.12020-10-05 · diff ↗ ·
removed 19 exports
DaySeries.fun, I.rec, I.rec.matrix, L.rec, L.rec.matrix, L_MC.test, M.rec, N.rec, N.rec.matrix, N_joint.plot, N_joint.test, Nmean.rec, P.rec, dailymean.fun, dailysd.fun, double.fun, mintime.cor.test, std.fun, value.recadded 16 exports
I.record, L.record, L_global.test, L_lm.test, M.record, N.record, Nmean.record, P.record, foster.plot, foster.test, records, series_double, series_rev, series_split, series_uncor, series_untie - RR 4.0.0 released · 2020-04-24
- unarchivedReturned to CRAN2020-02-09
- 0.1.22020-02-09 · diff ↗
- archivedRemoved from CRAN2020-01-26requires archived package 'Smisc'
Show 2 earlier eventsHide 2 earlier events
- 0.1.02019-10-21
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-10-21
- Total releases
- 8 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 101 KB / 4 files
- Download size
- 1.8 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("RecordTest")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v106.i05.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.