Mann's rank test for randomness (Gibbons Ch 3.5)

Kendall tau between the observation and its time index t = 1..n. Tests H0: no monotone trend.

Usage

morie_rank_based_test(x)

Arguments

x

Numeric vector of sequential observations.

Value

Named list: statistic (tau), p_value, n, inversions, z.

Examples

morie_rank_based_test(x = rnorm(50))
#> $statistic
#> [1] -0.08081633
#> 
#> $p_value
#> [1] 0.407602
#> 
#> $n
#> [1] 50
#> 
#> $inversions
#> [1] 662
#> 
#> $z
#> [1] -0.8281209
#> 
#> $method
#> [1] "Mann's rank test for randomness (Kendall tau vs time)"
#>