upper.record.values {Records} | R Documentation |
Produces upper k-record values for a given sample
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)