R Graphical Manual

Browse All

Last data update: 2014.03.03

R: Sequential Mann-Kendall test for time series.

seqMK

R Documentation

Sequential Mann-Kendall test for time series.

Description

The sequential Mann-Kendall test on time series x detects approximate potential trend turning points in time series.

Usage

seqMK(x)

Arguments

`x`	Numeric vector x.

Details

Implicitly assumes a equidistant time series x. Calculates a progressive and a retrograde series of Kendall normalized tau's. Points where the two lines cross are considered as approximate potential trend turning points. When either the progressive or retrograde row exceed certain confidence limits before and after the crossing points, this trend turning point is considered significant at the corresponding level, i.e. 1.96 for 95

Value

`prog`	Progressive row of Kendall's normalized tau's
`retr`	Retrograde row of Kendall's normalized tau's
`tp`	Boolean vector indicating at what indices of the original timeseries the prog and retr cross, i.e. TRUE at potential trend turning points.

Author(s)

Joerg Schaber

References

Kendall M, Gibbons JD (1990) 'Rank correlation methods'. Arnold. Sneyers R (1990) 'On statistical analysis of series of observations. Technical Note No 143. Geneva. Switzerland. World Meteorological Society. Schaber J (2003) 'Phenology in German in the 20th Century: Methods, analyses and models. Ph.D. Thesis. University of Potsdam. Germany. http://pub.ub.uni-potsdam.de/2002meta/0022/door.htm