Modified Versions of Mann Kendall and Spearman's Rho Trend Tests

Power of non-parametric Mann-Kendall test and Spearman’s Rho test is highly influenced by serially correlated data. To address this issue, trend tests may be applied on the modified versions of the time series data by Block Bootstrapping (BBS), Prewhitening (PW) , Trend Free Prewhitening (TFPW), Bias Corrected Prewhitening and Variance Correction Approach by calculating effective sample size. Mann, H. B. (1945).. Kendall, M. (1975). Multivariate analysis. Charles Griffin&Company Ltd,. sen, P. K. (1968).. Önöz, B., & Bayazit, M. (2012) . Hamed, K. H. (2009).. Yue, S., & Wang, C. Y. (2002) . Yue, S., Pilon, P., Phinney, B., & Cavadias, G. (2002) . Hamed, K. H., & Ramachandra Rao, A. (1998) . Yue, S., & Wang, C. Y. (2004) .



output: word_document: default pdf_document: default html_document: default

The package is useful in implementing Non-parametric Mann-Kendall trend tests and Spearman's Rank Correlation Coefficient tests.

The package contains the following varians of Trend-Tests

  • Mann-Kendall trend test (MK)

  • Mann-Kendall trend test for Pre-Whitened series (PW-MK)

  • Mann-Kendall trend test for Bias-Corrected Pre-Whitened series (BCPW-MK)

  • Mann-Kendall trend test for Trend-Free Pre-Whitened series (TFPW-MK)

  • Block Bootstrapping with Mann-Kendall test (BBSMK)

  • Modified Mann-Kendall trend using Variance Correction Approach by Hamed and Rao (1998)

  • Modified Mann-Kendall trend using Variance Correction Approach by Hamed and Rao (1998) considering significant lags upto lag-3

  • Modified Mann-Kendall trend using Variance Correction Approach suggested by Yue and Wang (2004)

  • Modified Mann-Kendall trend using Variance Correction Approach suggested by Yue and Wang (2004) considering only lag-1 auto correlation coefficient

  • Spearman's Rank Correlation test

  • Block Bootstrapping with Spearman's Rank Correlation test (BBSSR)

  • Trend magnitude is calculated by Sen's slope method

Build Status

CRAN_Status_Badge

Rdoc

News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("modifiedmk")

1.4.0 by Sandeep Kumar Patakamuri, 2 months ago


Browse source code at https://github.com/cran/modifiedmk


Authors: Sandeep Kumar Patakamuri [aut, cre] , Nicole O'Brien [aut, ctb]


Documentation:   PDF Manual  


AGPL-3 license


Imports boot

Suggests testthat, knitr, rmarkdown, covr


See at CRAN