srank

vector. New observations to obtain the N&lt;U+00A1&gt;normal scores.

vector. If <code>Y</code> is not defined (no previous observation available, <code>NULL</code>), NS is relative to <code>X</code>. Default <code>NULL</code>.

Get the sequential rank of observations (<code>X</code>)
relative to previous observations (<code>Y</code>).

The methods discussed in this package are new non-parametric methods
based on sequential normal scores 'SNS' (Conover et al (2017)
<doi:10.1080/07474946.2017.1360091>), designed for sequences of observations,
usually time series data, which may occur singly or in batches,
and may be univariate or multivariate. These methods are designed
to detect changes in the process, which may occur as changes in location
(mean or median), changes in scale (standard deviation, or variance), or
other changes of interest in the distribution of the observations,
over the time observed. They usually apply to large data sets,
so computations need to be simple enough to be done in a reasonable
time on a computer, and easily updated as each new observation
(or batch of observations) becomes available. Some examples and more detail
in 'SNS' is presented in the work by Conover et al (2019) <arXiv:1901.04443>.

srank: Sequential Rank

Description

Usage

Arguments

Value

Examples