mk_variance: Calculate Variance of Mann-Kendall Test Statistic

In Florian-Katerndahl/simpleRank: Implementation Mann-Kendall Test and Theil-Sen Approach

Description

Calculate Variance of Mann-Kendall Test Statistic

Usage

mk_variance(n, t = NULL, u = NULL)

Arguments

n	Length of ranking/time series.
t	Contingency table of ranking \mjseqnR_t. If NULL (the default), assumes that no duplications are present.
u	Contingency table of ranking \mjseqnR_u. If NULL (the default), assumes that no duplications are present.

Details

\loadmathjax \mjsdeqn\sigma

_S^2 = \frac(n(n - 1)(2n + 5) - \sum_t \in g_tt(t - 1)(2t + 5) - \sum_u \in g_u u(u - 1)(2u + 5)) + \frac19n(n-1)(n-2) \times \sum_t \in g_t t(t-1)(t-2) \times \sum_u \in g_u u(u-1)(u-2) + \frac12n(n-1) \times \sum_t \in g_t t(t-1) \times \sum_u \in g_u u(u-1)18

Value

Variance of Kendall's test statistic

See Also

mk_test

Florian-Katerndahl/simpleRank documentation built on Dec. 17, 2021, 8:28 p.m.