Non-Parametric Trend Tests and Change-Point Detection

The analysis of environmental data often requires the detection of trends and change-points. This package includes tests for trend detection (Cox-Stuart Trend Test, Mann-Kendall Trend Test, (correlated) Hirsch-Slack Test, partial Mann-Kendall Trend Test, multivariate (multisite) Mann-Kendall Trend Test, (Seasonal) Sen's slope, partial Pearson and Spearman correlation trend test), change-point detection (Lanzante's test procedures, Pettitt's test, Buishand Range Test, Buishand U Test, Standard Normal Homogeinity Test), detection of non-randomness (Wallis-Moore Phase Frequency Test, Bartels rank von Neumann's ratio test, Wald-Wolfowitz Test) and the two sample Robust Rank-Order Distributional Test.


Reference manual

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


1.1.4 by Thorsten Pohlert, 8 months ago

Browse source code at

Authors: Thorsten Pohlert [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports extraDistr

Suggests strucchange, Kendall, psych

Imported by EasyDescribe, TimeSeries.OBeu, cmsafops, foster, paleopop, poems, sta.

See at CRAN