tauprob: exact probability for Mann Kendall test

In rkt: Mann-Kendall Test, Seasonal and Regional Kendall Tests

exact probability for Mann Kendall test

Description

upper tail exact probability for a positive value of S. The exact probability is obtained following a slightly modified AS67 algorithm (Best and Gibbs, 1974). Only positive vales of S are accepted and the exact probability is obtained using the recurrence relation. Other options included in AS 67 were not used, as with modern computers the recurrence relation procedure take a few second, even with 50 data points. For longer time series, the normal approximation can be used. tauprob function is called by rkt. rkt will double the upper tail probability to obtain 2-sided probability.

Usage

tauprob(N,S)

Arguments

N	the number of data used for the test
S	the value of S of the Mann Kendall test

Value

the exact upper-tail probability of S

Note

used by rkt

Author(s)

Aldo Marchetto

References

Best, D.J., Gipps, P.G. 1974 Algorithm AS 71: The Upper Tail Probabilities of Kendall's Tau. Journal of the Royal Statistical Society. Series C (Applied Statistics), 23: 98-100

See Also

rkt

Examples

tauprob(12,30)

rkt documentation built on Sept. 16, 2026, 5:07 p.m.