.MonteCarlo

This function performs Monte Carlo simulations when needed,
 it is not developed for the use of the user.

internal

Statistical tools based on the probabilistic properties of the
record occurrence in a sequence of independent and identically distributed
continuous random variables. In particular, tools to prepare a time series
as well as distribution-free trend and change-point tests and graphical
tools to study the record occurrence. Details about the implemented tools
can be found in Castillo-Mateo et al. (2023a) <doi:10.18637/jss.v106.i05>
and Castillo-Mateo et al. (2023b) <doi:10.1016/j.atmosres.2023.106934>.

Jorge Castillo-Mateo

RecordTest

Inference Tools in Time Series Based on Record Statistics

Ana C. Cebrián

Jesús Asín

.MonteCarlo function

<dl><dt>statistic</dt>
<dd>Observed value of the statistic.</dd>
<dt>alternative</dt>
<dd>A character string indicating the alternative hypothesis
and must be one of <code>"greater"</code>, <code>"less"</code> or <code>"two.sided"</code>.</dd>
<dt>FUN</dt>
<dd>A function that computes the statistic.</dd>
<dt>B</dt>
<dd>An integer specifying the number of replicates used in the Monte
Carlo approach.</dd>
<dt>rdist</dt>
<dd>function that simulates continuous random variables, 
e.g., <code><a href="/link/runif?package=RecordTest&version=2.2.0" data-mini-rdoc="RecordTest::runif">runif</a></code> (fastest in <code>stats</code> package), 
<code><a href="/link/rnorm?package=RecordTest&version=2.2.0" data-mini-rdoc="RecordTest::rnorm">rnorm</a></code> or <code><a href="/link/rexp?package=RecordTest&version=2.2.0" data-mini-rdoc="RecordTest::rexp">rexp</a></code>.</dd>
<dt>Trows, Mcols</dt>
<dd>Number of rows and columns respectively, of the desired 
sample <code>rdist</code>.</dd>
<dt>...</dt>
<dd>Not used.</dd></dl>

Arguments

Author

Monte Carlo Draws — .MonteCarlo

<dl>

<dt>statistic</dt>
<dd>Observed value of the statistic.</dd>


<dt>alternative</dt>
<dd>A character string indicating the alternative hypothesis
and must be one of <code>"greater"</code>, <code>"less"</code> or <code>"two.sided"</code>.</dd>


<dt>FUN</dt>
<dd>A function that computes the statistic.</dd>


<dt>B</dt>
<dd>An integer specifying the number of replicates used in the Monte
Carlo approach.</dd>


<dt>rdist</dt>
<dd>function that simulates continuous random variables, 
e.g., <code><a href='https://rdrr.io/r/stats/Uniform.html'>runif</a></code> (fastest in <code>stats</code> package), 
<code><a href='https://rdrr.io/r/stats/Normal.html'>rnorm</a></code> or <code><a href='https://rdrr.io/r/stats/Exponential.html'>rexp</a></code>.</dd>


<dt>Trows, Mcols</dt>
<dd>Number of rows and columns respectively, of the desired 
sample <code>rdist</code>.</dd>


<dt>...</dt>
<dd>Not used.</dd>

</dl>

.MonteCarlo: Monte Carlo Draws

Description

Usage

Value

Arguments

Author