Kendall - Kendall Rank Correlation and Mann-Kendall Trend Test
Computes the Kendall rank correlation and Mann-Kendall trend test. See documentation for use of block bootstrap when there is autocorrelation.
Last updated 3 years ago
fortran
6.74 score 25 dependents 864 scripts 8.4k downloadsltsa - Linear Time Series Analysis
Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.
Last updated 6 months ago
3.43 score 11 dependents 47 scripts 1.7k downloadsartfima - ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stationary ARTFIMA.
Last updated 9 years ago
1.30 score 20 scripts 361 downloads