R/trend.test.R

In phgrosjean/pastecs: Package for Analysis of Space-Time Ecological Series

trend.test <- function(tseries, R = 1) {
  Call <- deparse(substitute(tseries))
  x <- as.ts(tseries)
  Names <- colnames(x)
  if (R < 2) {  # Simple test
    if (is.matrix(x) == TRUE) {  # Multiple time series
      n <- ncol(x)
      Time <- time(x)
      res <- NULL
      res[[1]] <- list(statistics = 1)
      for (i in 1:n) {
        res[[i]] <- cor.test(x[, i], Time, alternative = "two.sided", method = "spearman")
        res[[i]]$data.name <- paste(Names[i], " and time(", Names[i], ")", sep = "")
      }
      names(res) <- Names
    } else {# Single time series
      res <- cor.test(x, time(x), alternative = "two.sided", method = "spearman")
      res$data.name <- paste(Call, " and time(", Call, ")", sep = "")
    }
  } else {# Bootstrap test
    # Spearman's rho for a single time series
    test.trend <- function(Tseries) {
      Tseries <- as.ts(Tseries)
      rho <- cor(Tseries, time(Tseries), method = "spearman")
      rho
    }
    # Spearman's rho used for multiple time series
    test.trends <- function(Tseries) {
      Tseries <- as.ts(Tseries)
      data.rank <- apply(Tseries, 2, rank)
      rhos <- apply(data.rank, 2, cor, time(Tseries), method = "spearman")
      rhos
    }
    if (is.matrix(x) == TRUE && ncol(x) > 1) {
      res <- tsboot(x, test.trends, R = R, sim = "fixed", l = 1)
    } else {
      dim(x) <- NULL
      res <- tsboot(x, test.trend, R = R, sim = "fixed", l = 1)
    }
    boot.t <- res$t
    boot.t0 <- res$t0
    boot.R <- res$R
    # Calculate P-value associated with the bootstrap test
    n <- ncol(boot.t)
    if (is.null(n)) {    # Single test
      if (boot.t0 > 0) {  # Count larger values
        P <- (sum(boot.t > boot.t0)/boot.R) +
          (sum(boot.t < -boot.t0)/boot.R)
      } else {# Count smaller values
        P <- (sum(boot.t < boot.t0)/boot.R) +
          (sum(boot.t > -boot.t0)/boot.R)
      }
    } else {# Multiple tests
      P <- NULL
      if (boot.t0 > 0) {  # Count larger values
        for (i in 1:n)
          P[i] <- (sum(boot.t[, i] > boot.t0[i])/boot.R) +
            (sum(boot.t[, i] < -boot.t0[i])/boot.R)
      } else {# Count smaller values
        for (i in 1:n)
          P[i] <- (sum(boot.t[, i] < boot.t0[i])/boot.R) +
            (sum(boot.t[, i] > -boot.t0[i])/boot.R)
      }
      names(P) <- dimnames(boot.t)[[2]]
      res$p.value <- P
    }
  }
  res
}