ts_variance: Calculate Variance of Sen's Test Statistic

Description Usage Arguments Details See Also

View source: R/theilsen.R

Description

Calculates variance Sen's Test Statistic Z.

Usage

1
ts_variance(n, u = rep(1, length.out = n))

Arguments

n

A numeric. Length of the ranking.

u

Contingency table of ranks in one ranking. Will be coerced to numeric vector.

Details

This is equivalent to the calculation of the variance Kendall's test statistic, accounting for duplicates in only one of the rankings:

σ^{2}_{S} = \frac{n(n-1)(2n+5) \times ∑_{t \in g_{e}}t(t-1)(2t+5)}{18}

See Also

ts_test


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