warningtrend: calculate the correlation coefficient of some summary...

In cboettig/earlywarning: Detection of Early Warning Signals for Catastrophic Bifurcations

Description

calculate the correlation coefficient of some summary statistic over time

Usage

  warningtrend(X, indicator, windowsize = NULL, ...,
    method = c("kendall", "pearson", "spearman"))

Arguments

X	the data, either a time-series, a numeric, or a matrix with times in the first column and values in the second column.
indicator	a function of a numeric string of values. Additional arguments such as windowsize or explicit time vector can be passed in as optional arguments.
...	additional arguments to the indicator function
method	the correlation test performed, see ?cor.test for details.

Details

supported indicators in the package so far include: window_var, window_skew, window_autocorr.

Note that this function does not return the p-value given by the test, as this is not meaningful in this context, since the assumptions are not met by early warning signals data.

See Also

cor.test

cboettig/earlywarning documentation built on May 13, 2019, 2:07 p.m.