RecordTest:一个基于破纪录事件分析极端事件非平稳性的R包

IF 5.4 2区 计算机科学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS
Jorge Castillo-Mateo, A. Cebrián, J. Asín
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引用次数: 1

摘要

研究极端情况下的非平稳行为对于分析环境科学、气候、金融或体育领域的数据非常重要。作为经典极值理论的替代,这种分析可以基于对破纪录事件的研究。R包RecordTest基于对记录的分析,为极端情况下的非平稳行为的非参数分析提供了一个有用的框架。包中实现的所有非参数工具的基本思想是使用记录在一系列独立和同分布的连续随机变量下的分布,来分析观察到的记录是否与该行为兼容。实现了两类测试。第一种方法只需要序列的记录时间,而第二种方法包含更强大的测试,可以连接来自不同类型记录的信息:向前和向后序列中的上记录和下记录。该软件包还提供了涵盖此类分析的所有步骤的功能,例如数据准备、记录识别、探索性分析和补充图形工具。通过分析全球变暖对西班牙萨拉戈萨日最高温度系列极端值的影响,说明了该方案的适用性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
RecordTest: An R Package to Analyze Non-Stationarity in the Extremes Based on Record-Breaking Events
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.
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来源期刊
Journal of Statistical Software
Journal of Statistical Software 工程技术-计算机:跨学科应用
CiteScore
10.70
自引率
1.70%
发文量
40
审稿时长
6-12 weeks
期刊介绍: The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.
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