records.m

极值理论中各种函数及图像的程序。matlab实现。

function out=records(data);
%Creates a data structure showing the development of records 
%in a dataset and calculates the expected behaviour for iid data.
%
%USAGE: out=records(data)
%
% data: Data vector
%
%  out: output structure


    record=cummax(data);
    expected=cumsum(1./(1:length(data)));
    se=sqrt(expected-cumsum(1./((1:length(data)).^2)));
    [e,f,g]=unique(record);
    sf=sort(f);
    trial=[1 sf(1:end-1)+1];
    [e,f,g]=unique(record);
    record=record(sort(f));
    number=1:length(record);
    expected=expected(trial);
    se=se(trial);
    out.number=number;
    out.record=record;
    out.trial=trial;
    out.expected=expected;
    out.se=se;