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Sens Trend Test with seasonallity present, non-parametric

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Sens Trend Test with seasonallity present, non-parametric

by Jeff Burkey

 

12 Dec 2008 (Updated 21 Dec 2008)

A monotonic trend test that has good power with seasonal data. Requires no missing data.

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Description

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.

Required Products Statistics Toolbox
MATLAB release MATLAB 7.7 (R2008b)
Other requirements No missing data allowed.
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Updates
21 Dec 2008

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

Tag Activity for this File
Tag Applied By Date/Time
monotonic Cristina McIntire 15 Dec 2008 15:10:43
seasonal trends Cristina McIntire 15 Dec 2008 15:10:43
statistics Cristina McIntire 15 Dec 2008 15:10:43
probability Cristina McIntire 15 Dec 2008 15:10:43
seasonal Cristina McIntire 15 Dec 2008 15:10:43
hydrology Cristina McIntire 15 Dec 2008 15:10:43
trends Cristina McIntire 15 Dec 2008 15:10:43
function Cristina McIntire 15 Dec 2008 15:11:08
trends Jeff Burkey 15 Dec 2008 15:11:13
hydrology Jeff Burkey 15 Dec 2008 15:11:13
sen Jeff Burkey 15 Dec 2008 15:11:13
sen t Jeff Burkey 15 Dec 2008 15:11:13
statistics Jeff Burkey 15 Dec 2008 15:11:13
seasonal Jeff Burkey 15 Dec 2008 15:11:14
seasonal trends Jeff Burkey 15 Dec 2008 15:11:14
monotonic trend Jeff Burkey 15 Dec 2008 15:11:14

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