emon (version 1.3)

mannkendall.stat: Mann-Kendall statistic.

Description

Calculates the Mann-Kendall statistic for monotonic trend. Unlike the function MannKendall, works for repeat values of time. Used in function mannkendall, which also calculates the p-value by simulation.

Usage

mannkendall.stat(time, Y)

Arguments

time

Vector of values which define the direction of the trend.

Y

Vector of values for which you want to determine the trend.

Value

Details

The statistic is calculated by considering each case j and considering the subset of observations that have time greater than time[j]. The Mann Kendall statistic is the number of observations in this subset for which Y > Y[j] minus the number for which Y < Y[j]. The statistic is summed over all j. The p-value is calculated by nreps random permutations of the Y values.

References

Mann, H.B. (1945), Nonparametric tests against trend, Econometrica, 13, 245-259. Kendall, M.G. 1975. Rank Correlation Methods, 4th edition, Charles Griffin, London.

See Also

mannkendall, power.trend, MannKendall