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modifiedmk

The package is useful in implementing Non-parametric Mann-Kendall trend tests and Spearman's Rank Correlation Coefficient tests.

The package contains the following varians of Trend-Tests

  • Mann-Kendall trend test (MK)

  • Mann-Kendall trend test for Pre-Whitened series (PW-MK)

  • Mann-Kendall trend test for Bias-Corrected Pre-Whitened series (BCPW-MK)

  • Mann-Kendall trend test for Trend-Free Pre-Whitened series (TFPW-MK)

  • Block Bootstrapping with Mann-Kendall test (BBSMK)

  • Modified Mann-Kendall trend using Variance Correction Approach by Hamed and Rao (1998)

  • Modified Mann-Kendall trend using Variance Correction Approach by Hamed and Rao (1998) considering significant lags upto lag-3

  • Modified Mann-Kendall trend using Variance Correction Approach suggested by Yue and Wang (2004)

  • Modified Mann-Kendall trend using Variance Correction Approach suggested by Yue and Wang (2004) considering only lag-1 auto correlation coefficient

  • Spearman's Rank Correlation test

  • Block Bootstrapping with Spearman's Rank Correlation test (BBSSR)

  • Trend magnitude is calculated by Sen's slope method

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Version

Install

install.packages('modifiedmk')

Monthly Downloads

1,707

Version

1.5.0

License

AGPL-3

Maintainer

Sandeep Kumar Patakamuri

Last Published

March 17th, 2020

Functions in modifiedmk (1.5.0)

mkttest

Mann-Kendall Trend Test of Time Series Data Without Modifications
spear

Spearman's Rank Correlation Test
tfpwmk

Mann-Kendall Trend Test Applied to Trend-Free Prewhitened Time Series Data in Presence of Serial Correlation Using Yue et al. (2002) Approach
mmky

Modified Mann-Kendall Test For Serially Correlated Data Using the Yue and Wang (2004) Variance Correction Approach
mmkh

Modified Mann-Kendall Test For Serially Correlated Data Using the Hamed and Rao (1998) Variance Correction Approach
pbmk

Bootstrapped Mann-Kendall Trend Test with Optional Bias Corrected Prewhitening
bbsmk

Nonparametric Block Bootstrapped Mann-Kendall Trend Test
mmky1lag

Modified Mann-Kendall Test For Serially Correlated Data Using the Yue and Wang (2004) Variance Correction Approach Using the Lag-1 Correlation Coefficient Only
bcpw

Hamed (2009) Bias Corrected Prewhitening.
bbssr

Nonparametric Block Bootstrapped Spearman's Rank Correlation Trend Test
mmkh3lag

Modified Mann-Kendall Test For Serially Correlated Data Using the Hamed and Rao (1998) Variance Correction Approach Considering Only the First Three Lags
pwmk

Mann-Kendall Test of Prewhitened Time Series Data in Presence of Serial Correlation Using the von Storch (1995) Approach