trend-package: Non-Parametric Trend Tests and Change-Point Detection
Description
The analysis of environmental data often requires
the detection of trends and change-points.
This package provides the Mann-Kendall Trend Test,
seasonal Mann-Kendall Test,
correlated seasonal Mann-Kendall Test,
partial Mann-Kendall Trend test,
(Seasonal) Sen's slope, partial correlation trend test and
change-point test after Pettitt.Details
ll{
Package: trend
Type: Package
Version: 0.0.1
Date: 2015-03-23
License: GPL-3
LazyLoad: yes
}
ll{
maxau Suspended sediment concentration (s) and
discharge (Q) for the River Rhine at Maxau,
annual averages
csmk.test Correlated Seasonal Mann-Kendall Test
mk.test Mann-Kendall Trend Test
PagesData Simulated data of Page
partial.cor.trend.test Partial correlation trend test
partial.mk.test Partial Mann-Kendall Test
pettitt.test Pettitt's test for change-point-detection
sea.sens.slope Seasonal Sen's slope and intercept
sens.slope Sen's slope and intercept
smk.test Seasonal Mann-Kendall Test
summary.trend.test Summary Method for Class 'trend'
}References
Bahrenberg, G., Giese, E. and Nipper, J., (1992): Statistische Methoden
in der Geographie, Band 2 Multivariate Statistik, Teubner, Stuttgart.
CHR (ed., 2010): Das Abflussregime des Rheins und seiner Nebenfluesse
im 20. Jahrhundert, Report no I-22 of the CHR, p. 172.
Hipel, K.W. and McLeod, A.I., (2005).
Time Series Modelling of Water Resources and Environmental Systems.
http://www.stats.uwo.ca/faculty/aim/1994Book/.
Hirsch, R., J. Slack and R. Smith, (1982): Techniques of Trend Analysis
for Monthly Water Quality Data. Water Resour. Res., 18, 107-121.
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.
Pettitt, A. N., (1979). A non-parametric approach to the change point
problem. Journal of the Royal Statistical Society Series C, Applied
Statistics 28, 126-135.
Sen, P.K., (1968): Estimates of the regression coefficient based on
Kendall's tau, Journal of the American Statistical Association, 63,
1379--1389.See Also
cor,
cor.test,
csmk.test,
mk.test,
PagesData,
partial.mk.test,
partial.cor.trend.test,
pettitt.test,
print.trend.test,
sea.sens.slope,
sens.slope
smk.test,
summary.trend.test