spear {modifiedmk} | R Documentation |
Spearman's Rank Correlation Test
Description
Spearman's Rank Correlation test by Lehmann (1975) and Sneyers (1990) is useful in detecting trends.
Usage
spear(x)
Arguments
x |
- Time series data vector |
Details
Spearman's Rank Correlation test by Lehmann (1975) and Sneyers (1990) is implemeted in this function.
Value
Correlation coefficient - Spearman's Correlation coefficient value
Z-Tranformed Test Statistic value - Z-transform value to test significance \rho(\sqrt{n-1})
References
Lehmann, E. L. (1975). Nonparametrics: statistical methods based on ranks. Holden-Day, Inc., California, 457 pp.
Sneyers, R. (1990). On the statistical analysis of series of observations. World Meteorological Organization, Technical Note no. 143, WMO no. 415, 192 pp.
Examples
x<-c(Nile)
spear(x)
[Package modifiedmk version 1.6 Index]