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trend (version 0.2.0)

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.

Arguments

Details

Package: trend
Type: Package
Version: 0.2.0
Date: 2016-05-14
License: GPL-3
LazyLoad: yes

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
ww.test Wald-Wolfowitz test for independence and stationarity

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

R. K. Rai, A. Upadhyay, C. S. P. Ojha and L. M. Lye (2013), Statistical analysis of hydro-climatic variables. In: R. Y. Surampalli, T. C. Zhang, C. S. P. Ojha, B. R. Gurjar, R. D. Tyagi and C. M. Kao (ed. 2013), Climate change modelling, mitigation, and adaptation. Reston, VA: ASCE. doi = 10.1061/9780784412718.

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.

A. Wald and J. Wolfowitz (1943), An exact test for randomness in the non-parametric case based on serial correlation. Annual Mathematical Statistics 14, 378--388.

WMO (2009), Guide to Hydrological Practices. Volume II, Management of Water Resources and Application of Hydrological Practices, WMO-No. 168.

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, ww.test, cs.test