trend (version 0.2.0)

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

# NOT RUN {
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)

# }