ts_slope: Calculate Sen-Slope
In Florian-Katerndahl/simpleRank: Implementation Mann-Kendall Test and Theil-Sen Approach
Description
Usage
Arguments
Details
References
See Also
Description
Calculation of Sen's slope. See Details.
Usage
1
Arguments
t
A vector of ranks (numeric, or coercible to numeric).
For Time Series the observation dates.
Y
A vector of ranks. For Time Series the values observed at each
t.
Details
\loadmathjax Sen's slope is calculated as followed:
\mjsdeqnb = \fracx_n/2 + x_n/2 + 12
with x being the differences of every \mjseqn\binomn2 value pairs:
\mjsdeqnx = (Y_j - Y_i)/(t_j - t_i), 1 \le \, i < \, j \, \le n
References
Sen, Pranab Kumar (1968): Estimates of the Regression
Coefficient Based on Kendall's Tau. In: Journal of the American
Statistical Association 63 (324), P. 1379-1389. DOI: 10.2307/2285891
See Also
Florian-Katerndahl/simpleRank documentation built on Dec. 17, 2021, 8:28 p.m.
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Description Usage Arguments Details References See Also
Description
Calculation of Sen's slope. See Details.
Usage
1 |
Arguments
t |
A vector of ranks (numeric, or coercible to numeric). For Time Series the observation dates. |
Y |
A vector of ranks. For Time Series the values observed at each t. |
Details
\loadmathjaxSen's slope is calculated as followed: \mjsdeqnb = \fracx_n/2 + x_n/2 + 12 with x being the differences of every \mjseqn\binomn2 value pairs: \mjsdeqnx = (Y_j - Y_i)/(t_j - t_i), 1 \le \, i < \, j \, \le n
References
Sen, Pranab Kumar (1968): Estimates of the Regression Coefficient Based on Kendall's Tau. In: Journal of the American Statistical Association 63 (324), P. 1379-1389. DOI: 10.2307/2285891
See Also
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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