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Author: Admin | 2025-04-28
SeqMK: Sequential Mann-Kendall test for time series. View source: R/seqMK.R seqMKR DocumentationDescriptionThe sequential Mann-Kendall test on time series x detects approximate potential trend turning points in time series.UsageseqMK(x)ArgumentsxNumeric vector x.DetailsImplicitly 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 exceedcertain confidence limits before and after the crossing points, this trendturning point is considered significant at the corresponding level, i.e. 1.96 for 95ValueprogProgressive row of Kendall's normalized tau'sretrRetrograde row of Kendall's normalized tau'stpBoolean 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 SchaberReferencesKendall M, Gibbons JD (1990) 'Rank correlation methods'. Arnold.Sneyers R (1990) 'On statistical analysis of series of observations. Technical NoteNo 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.https://nbn-resolving.org/urn:nbn:de:kobv:517-0000532 pheno documentation built on May 13, 2022, 1:05 a.m.
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