Kendall

The Mann-Kendall Tau-b non-parametric function computes a coefficient representing strength and direction of a trend for equally spaced data. While you do not need the Statistics Toolbox to compute Taub, you do need it to test for significance. This function will compute Tau-b (now tau-a as...

A cumulative Mann-Kendall trend test.Calculating p-values for monotonic trend of ordinal data sequences(e.g. proteins) by a compound test based on Kendall's rank correlation.Ref.: The DeltaProt toolbox at http://services.cbu.uib.no/software/deltaprot/Use: pval = cumKendallTest(Q,pop,tail)returns...

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...


Platforms: Matlab

The code performs original two tailed Mann-Kendall test. It tests the null hypothesis of trend absence in the vector V, 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...


Platforms: Matlab

Seasonal Kendall Trend Test for Data with and without Searial Dependance.Tau-b seasonal: takes into account ties (and multiple observations, except, the data are preprocessed in a subfucntion and multiple observatiosn per a given season are averaged using median).Tau-a seasonal: does not consider...


Platforms: Matlab

It is even able to accept data evenly spaced by seasons.Compute Seasonal Tau-b, Tau, Sen's slope and it's confidence intervals.  UsageSyntax:   [taubsea tausea Sens h sig sigAdj Zs Zmod Ss Sigmas CIlower CIupper] = sktt(datain,alpha,wantplot,StartSeason)Input:datain(:,1) = Time (e.g. year)  ...


Platforms: Windows, Mac, *nix, Matlab, BSD Solaris

X must be a N-by-K matrix, N is the number of "candidate" and the K is the number of "judge".


Platforms: Matlab

Fitting a t-copula using the method of moments described in Quantitative Risk Management by McNeil, Frey and Embrechts. The outputs from this function correspond to those of the statistics toolbox's copulafit('t',u) . For large datasets, tcopulafit is immeasurably faster than copulafit('t',u)....


Platforms: Matlab

GlobalTrends- Homogeneity tests for multiple seasons and stations. This function will test for trends when seasonality is present and over multiple observation stations, all of which are Chi-square statistics. There are so many statistical tests being done, this function is more like a script or...


Platforms: Matlab

With StatPlus 2006, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2006 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

BioStat - user-friendly biology and medicine oriented statistical software. With BioStat 2007, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. While BioStat 2007 is aheavy-duty biology and medicine...


Platforms: Windows

With StatPlus 2007, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2007 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

With StatPlus 2008, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2008 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

With StatPlus 2009, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2009 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

Math::Telephony::ErlangC is a Perl extension for Erlang C calculations. SYNOPSIS use Math::Telephony::ErlangC; # Evaluate probability that a service request will have to wait $wprob = wait_probability($traffic, $servers); # Probability that the wait time will be less than a fixed maximum...


Platforms: *nix

Math::Telephony::ErlangB is a Perl extension for Erlang B calculations. SYNOPSIS use Math::Telephony::ErlangB qw( :all ); # Evaluate blocking probability $bprob = blocking_probability($traffic, $servers); $gos = gos($traffic, $servers); # Same result as above # Dimension minimum number...


Platforms: *nix

A Java package that provides routines for various statistical distributions. Based on R version 2.14.1. The major difference is that JDistlib is thread safe. The library contains the density (pdf), cumulative (cdf), quantile, and random number generator (RNG) routines of the following...


Platforms: Windows, Mac, Linux

It will test for trends when seasonality is present and over multiple observation stations, all of which are Chi-square statistics.These tests will allow for ties, missing data, and multiple observations per time index, since it uses the enhanced ktaub.m function that was recently updated.There...


Platforms: Windows, Mac, *nix, Matlab, Solaris

Measures of Analysis of Time Series (MATS) toolkit computes a number of different measures of analysis of scalar time series (linear, nonlinear and other statistical measures). It also contains pre-processing tools (transformations and standardizations), data splitting facility, resampled data...


Platforms: Matlab

Nash-Sutcliffe model accuracy statistic. Nash-Sutcliffe coefficient is an indicator of the model?s ability to predict about the 1:1 line between observed and simulated data.The Nash-Sutcliffe coefficient is calculated as: sum(Qobs - Qsim)^2NS = 1 - ---------------------------- sum(Qobs -...


Platforms: Matlab