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# sequential Mann-Kendall test on rank time series (after Sneyers 1990)
# detects approximate potential trend turning points in time series
# returns the progressive and retrograde time series of Kendall's
# normalized tau.
# input: vector x of the time series, length n
# output : progressive/retrograde series, length n-1 + NA at the beginning/end,
# and a vector of indices of the original times where potential approximate
# trend turning points are situated
seqMK <- function(x) {
n <- length(x)
y <- rev(x)
prog <- retr <- vector("numeric",n)
tp <- vector("logical",n)
prog[1] <- retr[1] <- NA
tp[1] <- tp[n] <- FALSE
if(n < 2)
stop("seqMK: not enough finite observations")
# progressive and retrograde series
for (i in 2:n) {
prog[i] <- tau(x[1:i])
retr[i] <- tau(y[1:i])
}
retr <- rev(retr)
diff <- prog-retr
# index vector of crossing points
for (i in 2:(n-2)) {
if(sign(diff[i])==sign(diff[i+1])) { tp[i+1] <- FALSE }
else { tp[i+1] <- TRUE }
}
return(list(prog=prog, retr=retr, tp=tp))
}
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