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 u...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2023-03-01
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| Series: | Journal of Statistical Software |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4602 |