Description Usage Arguments Details Value Author(s) References See Also Examples
These functions implement the 4 homogeneity tests of climatological time series described in the Algorithm Theoretical Basis Document (ATBD) of the European Climate Assessment & Dataset project (ECA&D). These are the Standard Normal Homogeneity test (SNHtest), the BuisHand Range test (BHRtest), the PETtitt test (PETtest) and the VON Neumann ratio (VONtest).
1 2 3 4 |
X |
A numeric vector of equidistant observations. NAs are not allowed. At least 20 observations are required. |
The ATBD describes the test statistics for these 4 tests and provides critical values for significance levels of 1% and 5% for different sample sizes between 20 and 100. Significance is assessed conservatively, i.e. if the actual sample size lies between two of the provided sample sizes in the ATBD, we compare to the critical value of the smaller size. The Von Neumann ratio test (VONtest) only indicates whether the series has a break while the other tests also indicate the approximate location of the break.
statistic |
Test statistic |
breakpoint |
Index where the break occurs approximately. |
significance |
One of p5, p1 or NS for significant at 5%, at 1% or Not Significant, respectively. |
Boris Orlowsky <boris@climate-babel.org>
The ATBD: http://www.ecad.eu/documents/atbd.pdf
1 2 |
$statistic
[1] 19
$breakpoint
[1] 10
$significance
[1] "p1"
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