Kendall tau between the observation and its time index t = 1..n.
Tests H0: no monotone trend.
Arguments
- x
Numeric vector of sequential observations.
Value
Named list: statistic (tau), p_value, n, inversions, z.
Examples
set.seed(1)
morie_rank_based_test(x = rnorm(50))
#> $statistic
#> [1] -0.03183673
#>
#> $p_value
#> [1] 0.7442508
#>
#> $n
#> [1] 50
#>
#> $inversions
#> [1] 632
#>
#> $z
#> [1] -0.3262295
#>
#> $method
#> [1] "Mann's rank test for randomness (Kendall tau vs time)"
#>
