Get Sen-Theil Slope Estimate
get_MKalpha.Rd
Calculates the Sen-Theil estimator (α) of trend magnitude from the Generalized Mann-Kendall test, representing the median slope between all pairs of points.
Arguments
- X
Numeric vector of values to analyze
- level
numeric in (0,1), level of the test.
- time_dependency_option
string, option for handling temporal dependence. Available :
'INDE', assume independence (i.e. the standard MK test)
'AR1', assumes AR1 short-term dependence structure (i.e. Hamed and Rao's version of the MK test)
'LTP', assume long-term persistence (i.e. Hamed's version of the MK test)
Value
Numeric value representing the Sen-Theil slope estimate (α) in units of X/time.
Positive value indicates increasing trend
Negative value indicates decreasing trend
Zero indicates no trend
Details
The Sen-Theil estimator:
Non-parametric median of all pairwise slopes: \(\alpha = median\left(\frac{X_j - X_i}{j-i}\right)\) for all i < j
Robust to outliers and missing values
Measures trend magnitude in original units/time
See also
GeneralMannKendall
for the full test implementation