# st: Mann-Whitney-Wilcoxon Test, Student t-test and Pettit Test In BreakPoints: Identify Breakpoints in Series of Data

## Description

Compute Rolling Mann-Whitney-Wilcoxon Test, Rolling Student t-test and Pettit test for homogeneity, NAs allow.

## Usage

 ```1 2 3 4 5``` ``` stu(serie,n_period=10) man.whi(serie,n_period=10) pettit(serie,n_period=10) ```

## Arguments

 `serie` numeric vector where the breakpoint is looked for `n_period` an integer specifying the minimal length of a complete period to consider

## Details

`man.whi` compute Mann-Whitney-Wilcoxon Test and `stu` the Student t-test for all possible breaks in the serie and get the most significant break.In both test NA values are allow.

`pettit` Compute the Pettit Test for Homogeneity. NA values are allow.

## Value

`pettit`, `man.whi` and `stu` returns a list with the breakpoint index and its p value

breaks

index where the breakpoint is found

p.value

p value of the test

## References

- Ruxton, G. D., jul 2006. The unequal variance t-test is an underused alternative to Student’s t-test and the Mann–Whitney U test. Behavioral Ecology 17 (4), 688–690. URL: http://academic.oup.com/beheco/article/17/4/688/215960/The-unequal-variance-ttest-is-an-underused

- Mann, H. B., Whitney, D. R., mar 1947. On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other. The Annals of Mathematical Statistics 18 (1), 50–60. URL http://projecteuclid.org/euclid.aoms/1177730491

- Pettitt, A. N., 1979. A Non-Parametric Approach to the Change-Point Problem. Applied Statistics 28 (2), 126. URL https://www.jstor.org/stable/10.2307/2346729?origin=crossref

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12``` ``` # Make a serie with one breakpoint x <- c(rnorm(60,1,1),rnorm(40,2,1)) # Look for break using pettit(), man.whi() and stu() break_prosition_pettit <- pettit(serie = x) break_prosition_man.whi <- man.whi(serie = x) break_prosition_stu <- stu(serie = x) plot(x) abline(v = break_prosition_pettit\$breaks,col='red') abline(v = break_prosition_man.whi\$breaks,col='blue') abline(v = break_prosition_stu\$breaks,col= 'green') ```

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