rank.test {hacks} | R Documentation |
'rank.test' is a non-parametric test, used to test the null hypothesis that the input are values of independent and identically distributed random variables. It is particularly useful for detecting a linear trend in the data.
rank.test(x)
x |
a vector or a time series object. |
Vicky Yang
Brockwell and Davis (2002) Introduction to Time Series and Forecasting. Chapter 1. New York: Springer.
difference.sign.test
, turning.point.test
# sequence with dependency x <- arima.sim(n = 150, list(ar = c(0.889))) rank.test(x) # iid sequence rank.test(rnorm(200))