modifiedmk (version 1.4.0)

spear: Spearman's Rank Correlation Test

Description

Spearman's Rank Correlation test by Lehmann (1975) and Sneyers (1990) is useful in detecting trends.

Usage

spear(x)

Arguments

x

- Time series data vector

Value

Correlation coefficient - Spearman's Correlation coefficient value

Z-Tranformed Test Statistic value - Z-transform value to test significance \(\rho(\sqrt{n-1})\)

Details

Spearman's Rank Correlation test by Lehmann (1975) and Sneyers (1990) is implemeted in this function.

References

Lehmann, E. L. (1975). Nonparametrics: statistical methods based on ranks. Holden-Day, Inc., California, 457 pp.

Sneyers, R. (1990). On the statistical analysis of series of observations. World Meteorological Organization, Technical Note no. 143, WMO no. 415, 192 pp.

Examples

# NOT RUN {
x<-c(Nile)
spear(x)

# }

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