Monte Carlo time series trend analysis"
In MCTrend: Monte Carlo Trend Analysis

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

R package to apply Monte Carlo time series trend analysis, based on Ricchetti (Ricchetti, 2018). It generates a dataframe with numerical results and a plot to visualize results.

Requirements

Dependencies: trend, reshape2, ggplot2, magrittr, lmomco, dplyr

Installation

You can install the development version of MCTrend from GitHub with this R command:

# install.packages("remotes")
remotes::install_github("Alobondo/MCTrend")
library(MCTrend)

Usage

Functions | Description | --- | --- | MCTrend(x, n_rep, plot_title, int = 0.25, opt) | Apply Monte Carlo time series trend analysis. |

Parameters | Description | --- | --- | x | A data frame containing the input data. The first row expected to contain model names or time series names.. | n_rep | Number of replications for the Monte Carlo simulation. | plot_title | Title for the plot. | int | Number indicating lower threshold value of the interval within which no trend is defined, the upper value is calculated based on this value, by default a lower value of 0.25 is considered. | opt | A number indicating type of results, for opt = 1 returns test result, opt = 2 returns plot. |