PagesData: Simulated data of Page (1955) as test-example for...

In trend: Non-Parametric Trend Tests and Change-Point Detection

Simulated data of Page (1955) as test-example for change-point detection

Description

Simulated data of Page (1955) as test-example for change-point detection taken from Table 1 of Pettitt (1979)

Usage

data(PagesData)

Format

a vector that contains 40 elements

Details

According to the publication of Pettitt (1979), the series comprise a significant p = 0.014 change-point at i = 17. The function pettitt.test computes the same U statistics as given by Pettitt (1979) in Table1, row 4.

References

Page, E. S. (1954), A test for a change in a parameter occuring at an unknown point. Biometrika 41, 100–114.

Pettitt, A. N., (1979). A non-parametric approach to the change point problem. Journal of the Royal Statistical Society Series C, Applied Statistics 28, 126–135.

See Also

pettitt.test

Examples

data(PagesData)
pettitt.test(PagesData)

trend documentation built on Oct. 10, 2023, 9:06 a.m.