Modified-MannKendall-Test

A modified version of the Mann-Kendall Test that works with autocorrelated data.

Modified-MannKendall-Test

Released on MATLAB FileExchange

To get started refer the file demo.m

Use

The modified Mann-Kendall test is a hypothesis test that determines whether a given sequence of data has a trend.
It builds upon the original Mann-Kendall test but is more powerful as it can account for autocorrelations within the data.

References

1. Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81-93.
2. Kendall, M. G. (1948). Rank correlation methods.
3. Hamed, K. H., & Rao, A. R. (1998). A modified Mann-Kendall trend test for autocorrelated data. Journal of hydrology, 204(1-4), 182-196.
4. Hamed, K. H. (2008). Trend detection in hydrologic data: the Mann–Kendall trend test under the scaling hypothesis. Journal of hydrology, 349(3-4), 350-363.
5. Yue, S., & Wang, C. (2004). The Mann-Kendall test modified by effective sample size to detect trend in serially correlated hydrological series. Water resources management, 18(3), 201-218.