csmk.test: Correlated Seasonal Mann-Kendall Test

View source: R/csmk.test.R

csmk.testR Documentation

Correlated Seasonal Mann-Kendall Test

Description

Performs a Seasonal Mann-Kendall test under the presence of correlated seasons.

Usage

csmk.test(x, alternative = c("two.sided", "greater", "less"))

Arguments

x

a time series object with class ts comprising >= 2 seasons; NA values are not allowed

alternative

the alternative hypothesis, defaults to two.sided

Details

The Mann-Kendall scores are first computed for each season seperately. The variance - covariance matrix is computed according to Libiseller and Grimvall (2002). Finally the corrected Z-statistics for the entire series is calculated as follows, whereas a continuity correction is employed for n \le 10:

z = \frac{\mathbf{1}^T \mathbf{S}} {\sqrt{\mathbf{1}^T \mathbf{\Gamma}~\mathbf{1}}}

where

z denotes the quantile of the normal distribution, 1 indicates a vector with all elements equal to one, \mathbf{S} is the vector of Mann-Kendall scores for each season and \mathbf{\Gamma} denotes the variance - covariance matrix.

Value

An object with class "htest"

data.name

character string that denotes the input data

p.value

the p-value for the entire series

statistic

the z quantile of the standard normal distribution for the entire series

null.value

the null hypothesis

estimates

the estimates S and varS for the entire series

alternative

the alternative hypothesis

method

character string that denotes the test

cov

the variance - covariance matrix

Note

Ties are not corrected. Current Version is for complete observations only.

References

Hipel, K.W. and McLeod, A.I. (1994), Time Series Modelling of Water Resources and Environmental Systems. New York: Elsevier Science.

Libiseller, C. and Grimvall, A., (2002), Performance of partial Mann-Kendall tests for trend detection in the presence of covariates. Environmetrics 13, 71–84, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/env.507")}.

See Also

cor, cor.test, mk.test, smk.test

Examples

csmk.test(nottem)

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