ts_test: Test Sen-Slope
In Florian-Katerndahl/simpleRank: Implementation Mann-Kendall Test and Theil-Sen Approach
Description
Usage
Arguments
Value
References
See Also
Description
Tests if Sen's slope is significant. It's effectively
a wrapper around all functions in this package starting
with ts_.
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.
Value
Built in tests like the t.test use a class "htest".
Hopefully this will be my return value/class as well.
References
Sen, Pranab Kumar (1968): Estimates of the Regression Coefficient
Based on Kendall's Tau. In: Journal of the American Statistical
Association 63 (324), S. 1379–1389. DOI: 10.2307/2285891.
Theil, H. (1950): A rank-invariant method of linear and polynomial
regression analysis, 1-2. Confidence regions for the parameters of
linear regression equations in two, three and more variables.
In: Indagationes Mathematicae XII (SP 5/49/R), 386-392, 521-525.
See Also
ts_slope ts_variance
ts_tau ts_score
Florian-Katerndahl/simpleRank documentation built on Dec. 17, 2021, 8:28 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value References See Also
Description
Tests if Sen's slope is significant. It's effectively
a wrapper around all functions in this package starting
with ts_.
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. |
Value
Built in tests like the t.test use a class "htest".
Hopefully this will be my return value/class as well.
References
Sen, Pranab Kumar (1968): Estimates of the Regression Coefficient Based on Kendall's Tau. In: Journal of the American Statistical Association 63 (324), S. 1379–1389. DOI: 10.2307/2285891.
Theil, H. (1950): A rank-invariant method of linear and polynomial regression analysis, 1-2. Confidence regions for the parameters of linear regression equations in two, three and more variables. In: Indagationes Mathematicae XII (SP 5/49/R), 386-392, 521-525.
See Also
ts_slope ts_variance
ts_tau ts_score
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.