Calculates the Mann-Kendall statistic for monotonic trend. Unlike the function
for repeat values of time. Used in function
mannkendall, which also calculates the p-value by simulation.
Vector of values which define the direction of the trend.
Vector of values for which you want to determine the trend.
The statistic is calculated by considering
j and considering the subset of observations that have time greater than
time[j]. The Mann Kendall
statistic is the number of observations in this subset for which
Y > Y[j] minus the number for
Y < Y[j].
The statistic is summed over all
j. The p-value is calculated by
nreps random permutations of the Y values.
Jon Barry: [email protected]
Mann, H.B. (1945), Nonparametric tests against trend, Econometrica, 13, 245-259. Kendall, M.G. 1975. Rank Correlation Methods, 4th edition, Charles Griffin, London.
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