Mann-Kendall Modified test
Mann-Kendall non-parametric trend test modified to account for autocorrelations.
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The code performs two tailed Mann-Kendall test modified to account for autocorrelation on the time series (Hamed and Rao, 1998).
The null hypothesis of trend absence in the vector V is tested, 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.
Cite As
Simone Fatichi (2026). Mann-Kendall Modified test (https://in.mathworks.com/matlabcentral/fileexchange/25533-mann-kendall-modified-test), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (2.44 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
