rcrm {RecordTest}

The Classical Record Model

Description

Random generation for the classical record model, i.e., sequences of independent and identically distributed (IID) continuous random variables (RVs).

Usage

rcrm(Trows = 50, Mcols = 100, rdist = stats::rnorm, ...)

Arguments

Trows, Mcols

Integers indicating the number of rows and columns of the returned matrix, i.e., the length and number of series for the record analysis.

rdist

A function that simulates continuous random variables, e.g., runif (fastest in stats package), rnorm or rexp.

...

Further arguments to introduce in the rdist function.

Value

A matrix of draws of IID continuous RVs with common distribution rdist.

Author(s)

Jorge Castillo-Mateo

References

Arnold BC, Balakrishnan N, Nagaraja HN (1998). Records. Wiley Series in Probability and Statistics. Wiley, New York. doi:10.1002/9781118150412.

See Also

L.record, S.record, N.record, Nmean.record, p.record, records

Examples

# By default, draw a sample of 100 series of length 50 
# with observations coming from a standard normal distribution 
X <- rcrm()
# Compute its record indicators
I <- I.record(X)
# Implement some tests
N.test(X, distribution = "poisson-binomial")
foster.test(X, weights = function(t) t-1, statistic = "D")