var_kendall_S: Variance of Kendall correlation S statistic under null...

View source: R/var_kendall_S.R

var_kendall_SR Documentation

Variance of Kendall correlation S statistic under null hypothesis of no trend and assuming independence

Description

Variance of Kendall correlation S statistic under null hypothesis of no trend and assuming independence

Usage

var_kendall_S(x)

Arguments

x

numeric, a time series (only its length is used)

Value

the variance (a number)

Author(s)

Ken Butler, butler@utsc.utoronto.ca

Examples

var_kendall_S(rnorm(100))


nxskok/mkac documentation built on Jan. 15, 2024, 4:02 a.m.