Mann-Kendall trend test under the scaling hypothesis.

Description

The function MannKendallLTP applies the Mann-Kendall test under the scaling hypothesis for the data (Hamed 2008).

Usage

MannKendallLTP(data)

Arguments

Value

A list with three components.

Note

The functions score.c, score0.c and VstarSfunction.c are called from the C library of the package. The estimator of H for the stochastic process in eq(18) (Hamed 2008) is the ML estimator in Tyralis and Koutsoyiannis (2011). The denominator for the Mann-Kendall test is calculated according to eq(23.3.4) in Hipel and McLeod (1994). The Mann-Kendall and modified Mann-Kendall test's hypotheses are Ho: no trend vs H1: trend is present. The H test's hypotheses are H0: H is not significant vs H1: H is significant.

Author(s)

Hristos Tyralis

References

Hamed K.H. (2008) Trend detection in hydrologic data: The Mann-Kendall trend test under the scaling hypothesis, Journal of Hydrology 349(3–4), 350–363. http://dx.doi.org/10.1016/j.jhydrol.2007.11.009.

Hipel K.W., McLeod AI (1994) Time series modelling of water resources and environmental systems, Amsterdam: Elsevier.

Tyralis H., Koutsoyiannis, D. (2011) Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process, Stochastic Environmental Research & Risk Assessment 25(1), 21–33. http://dx.doi.org/10.1007/s00477-010-0408-x.

Examples

# Modified Mann-Kendall test for the Nile time series.

MannKendallLTP(Nile)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(HKprocess)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/HKprocess/MannKendallLTP.Rd_%03d_medium.png", width=480, height=480)
> ### Name: MannKendallLTP
> ### Title: Mann-Kendall trend test under the scaling hypothesis.
> ### Aliases: MannKendallLTP
> ### Keywords: htest ts
> 
> ### ** Examples
> 
> # Modified Mann-Kendall test for the Nile time series.
> 
> MannKendallLTP(Nile)
$Mann_Kendall
Kendall_s_tau_statistic                   Score                 V0Score 
          -2.802303e-01           -1.387000e+03            1.127490e+05 
              Sen_slope             denominator          2_sided_pvalue 
          -2.600000e+00            4.949500e+03            3.664285e-05 

$Significance_of_H
          Hest 2_sided_pvalue 
  0.7221696044   0.0001941498 

$Mann_Kendall_LTP
        VScore 2_sided_pvalue 
  7.343058e+05   1.057861e-01 

> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>