Returns the record values of the values in a vector.
A record value is the magnitude of a record observation.
If the argument X is a matrix, then each column is treated as a
different vector.
Usage
R.record(X, record = c("upper", "lower"), weak = FALSE)
Value
If X is a vector, the function returns a list containing the
vector of record values. If X is a matrix, the function returns a
list where each element is a vector indicating the record values of the
corresponding X column.
Arguments
X
A numeric vector, matrix (or data frame).
record
A character string indicating the type of record to be
calculated, "upper" or "lower".
weak
Logical. If TRUE, weak records are also counted. Default
to FALSE.
Author
Jorge Castillo-Mateo
Details
The sequence of record values \(\{R_1,\ldots,R_I\}\) can be
expressed in terms of the record times
L.record by
$$R_i = X_{L_i}.$$
Record values can be calculated for both upper and lower records.
References
Arnold BC, Balakrishnan N, Nagaraja HN (1998).
Records.
Wiley Series in Probability and Statistics. Wiley, New York.
tools:::Rd_expr_doi("10.1002/9781118150412").