trend (version 0.0.1)

mk.test: Mann-Kendall Test

Description

Performs a univariate Mann-Kendall test

Usage

mk.test(x)

Arguments

x

A time series object

Value

• method
  The chosen method (i.e. MK)
• Sg, Stot
  Mann-Kendall score
• varSg, Varianz
  variance of Mann-Kendall score
• Zg, Z
  Z-value (quantile of the normal distribution)
• pvalg, pvalue
  p-value
• Covar
  Variance - Covariance matrix
• Correl
  Correlation matrix
• Generic function summary.trend.test is provided.

Warning

Current Version is for complete observations only.

Details

The Mann-Kendall statistics is computed taking ties into account.

References

Hipel, K.W. and McLeod, A.I., (2005). Time Series Modelling of Water Resources and Environmental Systems. Electronic reprint of our book orginally published in 1994. http://www.stats.uwo.ca/faculty/aim/1994Book/. Libiseller, C. and Grimvall, A., (2002). Performance of partial Mann-Kendall tests for trend detection in the presence of covariates. Environmetrics 13, 71-84, http://dx.doi.org/10.1002/env.507.

See Also

cor.test, MannKendall, partial.mk.test, sens.slope summary.trend.test

Examples

data(Nile)
plot(Nile)
res <- mk.test(Nile)
summary.trend.test(res)

## Compare with cor()
n <- length(Nile)
cor.test(x=(1:n),y=Nile, meth="kendall")

data(maxau)
Q <- maxau[,"Q"]
plot(Q)
res <- mk.test(Q)
summary.trend.test(res)