ECA&D homogeneity tests of climatological time series:
4 homogeneity tests as employed in the ECA&D project
Description
These functions implement the 4 homogeneity tests of climatological
time series described in the Algorithm Theoretical Basis Document (ATBD)
of the European Climate Assessment & Dataset project (ECA&D). These
are the Standard Normal Homogeneity test (SNHtest), the BuisHand Range
test (BHRtest), the PETtitt test (PETtest) and the VON Neumann ratio
(VONtest).
Usage
SNHtest(X)
BHRtest(X)
PETtest(X)
VONtest(X)
Arguments
X
A numeric vector of equidistant observations. NAs are not
allowed. At least 20 observations are required.
Value
statistic
Test statistic
breakpoint
Index where the break occurs approximately.
significance
One of p5, p1 or NS for significant at 5%, at 1%
or Not Significant, respectively.
Details
The ATBD describes the test statistics for these 4 tests and
provides critical values for significance levels of 1% and 5% for
different sample sizes between 20 and 100. Significance is assessed
conservatively, i.e. if the actual sample size lies between two of the
provided sample sizes in the ATBD, we compare to the critical value of
the smaller size. The Von Neumann ratio test (VONtest) only indicates
whether the series has a break while the other tests also indicate the
approximate location of the break.