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: 0.1.0
Date: 2016-01-04
License: GPL-3
LazyLoad: yes
}
ll{
csmk.test Correlated Seasonal Mann-Kendall Test
cs.test Cox and Stuart trend test
maxau Suspended sediment concentration (s) and
discharge (Q) for the River Rhine at Maxau,
annual averages
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'
wm.test Wallis and Moore phase-frequency test
}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.
D. R. Cox and A. Stuart (1955), Quick sign tests for trend in location
and dispersion. Biometrika 42, 80-95.
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.
Richard O. Gilbert. (1987). Statistical methods for environmental
pollution monitoring. John Wiley & Sons. pp 230
L. Sachs (1997), Angewandte Statistik. Berlin: Springer.
Sen, P.K., (1968): Estimates of the regression coefficient based on
Kendall's tau, Journal of the American Statistical Association, 63,
1379--1389.
C.-D. Schoenwiese (1992), Praktische Statistik. Berlin:
Gebr. Borntraeger.
W. A. Wallis and G. H. Moore (1941): A significance test for time series
and other ordered observations. Tech. Rep. 1. National Bureau of
Economic Research. New York.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,
wm.test,
cs.test