Sens Trend Test with seasonallity present, non-parametric

版本 1.1.0.0 (3.0 KB) 作者: Jeff Burkey
A monotonic trend test that has good power with seasonal data. Requires no missing data.
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更新时间 2008/12/21

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Sen's Trend Test with seasonallity present - Sen T

Another seasonal trend test that has good power detetecting a monotonic trends when seasonal cycles are present. But should only be used when no data are missing. When no data are missing this test is more accurate than the Kendall Seasonal (unless serial dependence is accounted for? See sktt.m for Seasonal Kendall Test and slope.
- Gilbert section 17.4, page 230

There is a subfunction 'rank' in this function that is used to compute ranks for all values in the dataset. Matlab's tiedrank estimates rankings differently then required for this statistic.

Syntax:
[T sig] = SenT(datain, alpha)

inputs:
datain(:,1) = year (e.g. 1999)
datain(:,2) = season (e.g. 1 through 12)
datain(:,3) = values to be analyzed
alpha = for two tail test (e.g. 0.05)

outputs:
T = Sen T value
sig = significance using normal distribution

Requirements:
If alpha is set to zero or not provided, significance will not be
computed. To test for significance, the Statistics Toolbox is
required. Otherwise there are no other functions outside of Matlab itself.

引用格式

Jeff Burkey (2024). Sens Trend Test with seasonallity present, non-parametric (https://www.mathworks.com/matlabcentral/fileexchange/22428-sens-trend-test-with-seasonallity-present-non-parametric), MATLAB Central File Exchange. 检索时间: .

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版本 已发布 发行说明
1.1.0.0

Updated description. The submitted Seasonal Kendall Trend test and slope is fully operational now (see sktt.m).

1.0.0.0