PagesData

Simulated data of Page (1955) as test-example for change-point
  detection taken from Table 1 of Pettitt (1979)

datasets

The analysis of environmental data often requires
	     the detection of trends and change-points. 
	     This package provides the Mann-Kendall Trend Test,
             seasonal Mann-Kendall Test,
             correlated seasonal Mann-Kendall Test,
             partial Mann-Kendall Trend test,
	     (Seasonal) Sen's slope, partial correlation trend test and
	     change-point test after Pettitt.

Thorsten Pohlert

trend

Non-Parametric Trend Tests and Change-Point Detection

PagesData function

format

According to the publication of Pettitt (1979), the series comprise a
  significant $p = 0.014$ change-point at $i = 17$. The function
  <code><a href="/link/pettitt.test?package=trend&version=0.0.1" rd-options="" data-mini-rdoc="trend::pettitt.test">pettitt.test</a></code> computes the same U statistics as given by
  Pettitt (1979) in Table1, row 4.

Details

Page, E. S., (1954). A test for a change in a parameter occuring at an
unknown point. Biometrika 41, 100-114.

Pettitt, A. N., (1979). A non-parametric approach to the change point
problem. Journal of the Royal Statistical Society Series C, Applied
Statistics 28, 126-135.

PagesData: Simulated data of Page (1955) as test-example for change-point detection

Description

Usage

Arguments

format

Details

source

See Also

Examples