SNHT: Buishand Range Test and Standard Normal Homogeneity Test

In BreakPoints: Identify Breakpoints in Series of Data

Description

Compute Buishand Range Test or Standard Normal Homogeneity Test for a serie, NAs allow in both Test

Usage

  SNHT(serie,n_period=10,dstr='norm',simulations = 1000,
                  seed_set = 9658, change_random_seed = TRUE)

  Buishand_R(serie,n_period=10,dstr='norm',simulations = 1000,
                  seed_set = 9658, change_random_seed = TRUE)

Arguments

serie	numeric vector where the breakpoint is looked for
n_period	an integer specifying the minimal length of a complete period to consider
dstr	character specifying which distribution should be used for test simulations, 'norm' (default; normal distribution), 'gamma', and 'self' (will compute bootstrap)
simulations	an integer specifying how many Monte Carlo simulations to perform, default is 1000.
seed_set	Either a number to used to set a seed or NULL to set no seed inside the function
change_random_seed	Logical, can the .Random.seed change inside the function, or must remain the same after applying the function

Details

SNHT compute Standard Normal Homogeneity Test where NA values are allow. In order to guarantee same result for the same input seed_set must be given.

Buishand_R Compute Buishand Range Test for Homogeneity where NA values are allow. In order to guarantee same result for the same input seed_set must be given.

Value

SNHT and Buishand_R returns a list with the breakpoint index and it's p value

breaks

index where the breakpoint is found

p.value

p value of the test

References

- Alexandersson, H., jan 1986. A homogeneity test applied to precipitation data. Journal of Climatology 6 (6), 661–675. URL http://doi.wiley.com/10.1002/joc.3370060607

- Buishand, T., aug 1982. Some methods for testing the homogeneity of rainfall records. Journal of Hydrology 58 (1-2), 11–27. URL https://doi.org/10.1016/0022-1694(82)90066-X

Examples

  # Make a serie with one breakpoint
  x <- c(rnorm(60,1,1),rnorm(40,2,1))

  # Look for break using SNHT, Buishand_R can be used in exactly the same way
  break_prosition <- SNHT(serie = x)

  plot(x)
  abline(v = break_prosition$breaks)

BreakPoints documentation built on July 1, 2020, 6:02 p.m.