| Type: | Package |
| Title: | Record Values and Record Times |
| Version: | 1.0 |
| Date: | 2010-11-23 |
| Author: | Magdalena Chrapek |
| Maintainer: | Magdalena Chrapek <Magdalena.Chrapek@ujk.edu.pl> |
| Description: | Functions for generating k-record values and k-record times |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| LazyLoad: | yes |
| Packaged: | 2012-10-29 08:57:37 UTC; ripley |
| Repository: | CRAN |
| Date/Publication: | 2012-10-29 08:57:37 |
| NeedsCompilation: | no |
Sample Lower k-Record Times
Description
Produces lower k-record times for a given sample
Usage
lower.record.times(sqnc, k)
Arguments
sqnc |
numeric vector of data whose lower k-record times are wanted |
k |
an integer between 1 and |
Value
a vector of lower k-record times associated with a given sample
Note
see Note in upper.record.values
Author(s)
Magdalena Chrapek
References
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
See Also
Examples
set.seed(10)
x <- rnorm(100)
lower.record.times(sqnc = x, k = 1) #simply lower record times
lower.record.times(sqnc = x, k = 3)
Sample Lower k-Record Values
Description
Produces lower k-record values for a given sample
Usage
lower.record.values(sqnc, k)
Arguments
sqnc |
numeric vector of data whose lower k-record values are wanted |
k |
an integer between 1 and |
Value
a vector of lower k-record values associated with a given sample
Note
see Note in upper.record.values
Author(s)
Magdalena Chrapek
References
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
See Also
Examples
set.seed(10)
x <- rnorm(100)
lower.record.values(sqnc = x, k = 1) #simply lower record values
lower.record.values(sqnc = x, k = 3)
Sample Upper k-Record Times
Description
Produces upper k-record times for a given sample
Usage
upper.record.times(sqnc, k)
Arguments
sqnc |
numeric vector of data whose upper k-record times are wanted |
k |
an integer between 1 and |
Value
a vector of upper k-record times associated with a given sample
Note
see Note in upper.record.values
Author(s)
Magdalena Chrapek
References
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
See Also
Examples
set.seed(10)
x <- rnorm(100)
upper.record.times(sqnc = x, k = 1) #simply upper record times
upper.record.times(sqnc = x, k = 3)
Sample Upper k-Record Values
Description
Produces upper k-record values for a given sample
Usage
upper.record.values(sqnc, k)
Arguments
sqnc |
numeric vector of data whose upper k-record values are wanted |
k |
an integer between 1 and |
Value
a vector of upper k-record values associated with a given sample
Note
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.
Author(s)
Magdalena Chrapek
References
Dziubdziela, W., Kopocinski, B. (1976) Limiting properties of k-th record values, Zastos. Mat., 15, 187–190
See Also
A similar functions (for upper 1-record values only) are
records in package evir and n.records in package iid.test
Examples
set.seed(10)
x <- rnorm(100)
upper.record.values(sqnc = x, k = 1) #simply upper record values
upper.record.values(sqnc = x, k = 3)