Mann-kendall test for trend
Calculates the Mann-Kendall statistic for monotonic trend and also the p-value against the null hypothesis of no trend.
Unlike the function
MannKendall, works for repeat values of time.
Vector of values which define the direction of the trend.
Vector of values for which you want to determine the trend.
Number of replicate permuations to calculate the p-value. Default=999.
Error checks of parameters not included so as not to slow down mannkendall. The statistic is calculated by considering
j and considering the subset of observations that have time greater than
time[j]. The Mann Kendall
statistic is the number of observations in this subset for which
Y > Y[j] minus the number for
Y < Y[j].
The statistic is summed over all
j. The p-value is calculated by
nreps random permutations of the Y values.
Mann-Kendall statistic of observed data, as calculated by
P-value assuming a null hypothesis of no trend and two-way alternative hypothesis.
Jon Barry: Jon.Barry@cefas.co.uk
Mann, H.B. (1945), Nonparametric tests against trend, Econometrica, 13, 245-259.
Kendall, M.G. 1975. Rank Correlation Methods, 4th edition, Charles Griffin, London.
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