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Mann-Kendall Test

by Simone Fatichi

 

09 Oct 2009

Mann-Kendall non-parametric trend test.

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Description

The code performs original two tailed Mann-Kendall test. It tests the null hypothesis of trend absence in the vector V, against the alternative of trend.
The result of the test is returned in H = 1 indicates a rejection of the null hypothesis at the alpha significance level. H = 0 indicates a failure to reject the null hypothesis at the alpha significance level.

Required Products Statistics Toolbox
MATLAB release MATLAB 7.5 (R2007b)
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Comments and Ratings (2)
10 Nov 2009 Hanna Modin

Thank you!

It is working very well and is very convenient to use since it returns the result of the hypothesis test, not just the test statistic. But: the alternative of S = 0 --> Z = 0 is not accounted for if I'm right.

For future updates I would also wish for a default significance level (for convenience). And perhaps a mention in the help text that there should be no autocorrelation in residuals.

04 Mar 2011 Hari

Hi, Simone Fatichi,

I am new to Mat lab.Please tell me how to give input data and run your Mann_Kendall.m code using Mat lab.

 

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Tag Activity for this File
Tag Applied By Date/Time
statistics Simone Fatichi 09 Oct 2009 11:25:27
mann kendall Simone Fatichi 09 Oct 2009 11:25:27
mannkendall Simone Fatichi 09 Oct 2009 11:25:27
trend test Simone Fatichi 09 Oct 2009 11:25:27
non parametric test Simone Fatichi 09 Oct 2009 11:25:27
hydrology Simone Fatichi 09 Oct 2009 11:25:27

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