I am trying to modify the code mkTrend.R from 'fume' package to implement Hamed and Rao (1998) variance correction approach.
From the code of mkTrend, the following line is very confusing (Line-29 to Line-34)
Now, Please help me with the following three questions
- According to literature the auto correlation function is to be calculated from the ranks of observations. In the program. auto correlation is calculated for rank(lm(x ~ I(1:n))$resid) instead of simple rank(x)
acf(rank(lm(x ~ I(1:n))$resid), lag.max=(n-1), plot=FALSE)$acf[-1] -> ro
- Similarly based on the confidence interval value from normal distribution table, only values that cross the significance bounds are considered.
qnorm((1+ci)/2)/sqrt(n) -> sig
rep(NA,length(ro)) -> rof
for (i in 1:(length(ro))) {
if(ro[i] > sig || ro[i] < -sig) {
rof[i] ro
I am posting the link to R- code to calculate Modified-Mann Kendall test using variance correction approach suggested by Hamed and Rao (1998) and Yue and Wang (2004). Also find the code for Spearman's Rank Correlation test in this package.
Code Modified Mann-Kendall Test For Serially Correlated Data Usin...
Code Modified Mann-Kendall Test For Serially Correlated Data Usin...
Code Spearman's Rank Correlation Test
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