If you want to test for abrupt changes, you may try the very handy and powerful R package "strucchange". A practical description can be found in:
Zeileis, A.; Kleiber, C.; Krämer, W. & Hornik, K. (2003) Testing and Dating of Structural Changes in Practice Computational Statistics and Data Analysis 44, 109-123.
The manuscript version can be downloaded freely from:
I have also a question regarding this as I have imported the rainfall data in R studio and was trying to perform Mann kendall trend test but I receive an error message. What should I do to overcome this problem?
The error message I got there is
Error in Kendall(1:length(x), x) :
NA/NaN/Inf in foreign function call (arg 1)
How to perform Mannkendall in R? - ResearchGate. Available from: https://www.researchgate.net/post/How_to_perform_Mannkendall_in_R [accessed Aug 17, 2015].
Gunjan Sharma, Seasonal MK test does not deal auto-correlation. If your data series is serially autocorrelated, you should either pre white your data or use modified MK test. Keep in mind that, modified MK test gives better results in that case.
Dear all,
There are several packages for Mk test in R like "Kendall" " Trend" "etc.
I have 30 stations with monthly and annually data. Do we apply Mann Kendall for each station alone? or we first should interpolate all the stations and form an average for all the area?
"Do we apply Mann Kendall for each station alone? "
Answer = YES
You should perform the MK test against annualy data set of each station, separayely.
Also the monthly values can be used (one at a time, e.g. 30 January values in a round and then other months in different rounds) according to the objective of your study.
You need to apply MK test for each station. However, if you are willing to determine regional trend (expressed by single value) use regional MK test. Averaging does not identify regional trend.
Tried to use the modified MK test from your mentionned r package downloaded from https://cran.r-project.org/src/contrib/Archive/fume/. Looked like the "fume" package was not recognized iany more (Cf Below).. I ll be keeping using kendall package. .
***installing *source* package 'fume' ...
** package 'fume' successfully unpacked and MD5 sums checked
Modified Mann-Kendall Test For Serially Correlated Data Using Yue and Wang (2004) Variance Correction Approach. Code Modified Mann-Kendall Test For Serially Correlated Data Usin...
Modified Mann-Kendall Test For Serially Correlated Data Using Hamed and Rao (1998) Variance Correction Approach
Code Modified Mann-Kendall Test For Serially Correlated Data Usin...
The code uses "stats" package which comes with most of the R- packages as default.
I am trying to upload the code as a package in itself through CRAN repository or Github repository so that it would be simple to use.
In the mean time, please feel free to test the code by adding the following as a package in R. I have tried my level best to give comments and description where ever deemed necessary.
in the Package modifiedmk i Have Evapotranspiration data. my question How to prepare input file as in different time scale. like monthly, weekly seasonal etc. could you share some example for the same.
I am attaching a screenshot of my data sheet. I load each column as a time-series vector and give it as an input. I am trying to improve my R package 'modifiedmk', unfortunately I am not getting any other collaborations on my project.
Please feel free to write to me with your concerns.
In view of lot of requests from researchers inquiring how to use my CRAN-R package titled 'modifiedmk', which is useful in performing the following tests, I am uploading a simplest form of Help file for the beginners of 'R'. Once again, I highly appreciate if anyone with coding experience in R could collaborate with me on improving the quality of the package.
mkttest
Mann-Kendall Trend Test of Time series Data without any modifications
mmkh
Modified Mann-Kendall Test For Serially Correlated Data Using Hamed and Rao (1998) Variance Correction Approach.
mmkh3lag
Modified Mann-Kendall Test For Serially Correlated Data Using Hamed and Rao (1998) Variance Correction Approach Considering Only First Three Significant Lags.
mmky
Modified Mann-Kendall Test For Serially Correlated Data Using Yue and Wang (2004) Variance Correction Approach.
mmky1lag
Modified Mann-Kendall Test For Serially Correlated Data Using Yue and Wang (2004) Variance Correction Approach Considering Lag-1 Correlation Coefficient.
pwmk
Mann-Kendall Test of Pre-Whitened Time Series Data in Presence of Serial Correlation Using Yue and Wang (2002) Approach.
spear
Spearman's Rank Correlation Test
tfpwmk
Mann-Kendall Test applied to Trend Free Pre-Whitened Time Series Data in Presence of Serial Correlation Using Yue and Pilon (2002) Approach.
I am totally new for R, its ackages and have never used ManKendal test.
Can any one help me to run the Mannkenadall test for forward and backward series and to check abrupt changes in monthly averages of seasonal and annual Tmin and Tmax for the period 1980-2013?
Dear, Dr. Sajjad you can use "modifiedmk" package for trend detection(mannkendall or modified MK test statistics) and "trend" package for abrupt changes(pettitt test) in R. If you R working on R I recommand to download R-studio for better user interface. Try help? command for these packages.
dear Patakamuri, I was able to do the analyzes, the package was created and excellent, I am grateful. but how do I do the graphics? the "Plot" function does not provide the graph with the lines and points, only points. I also did not find the function with the trend line
@Sandeep, Is it possible for you to send a trendchange package tutorial? in the package modifiedmk I was able to carry out the analyzes, but I still could not do the graph with the trend line.