Tests for a monotonic trend in a time series using Kendall's tau
statistic. Implements the test directly from rank correlations
(no external package required). Sen's slope is the median of all
pairwise slopes.
Usage
mann_kendall_test(annual_maxima, years)
Arguments
- annual_maxima
Numeric vector of annual maxima.
- years
Numeric vector of corresponding years (same length).
Value
A list with components:
- tau
Kendall's tau statistic.
- S
Mann-Kendall S statistic.
- p_value
Two-sided p-value (normal approximation).
- sens_slope
Sen's slope estimate (units per year).
- sens_intercept
Sen's intercept estimate.