Monte Carlo time series trend analysis (original) (raw)
29-11-2023
R package to apply Monte Carlo time series trend analysis, based on Ricchetti (Ricchetti, 2018). It generates a dataframe with numerical results and a plot to visualize results.
Requirements
Dependencies: trend, reshape2, ggplot2, magrittr, lmomco, dplyr
Installation
You can install the development version of MCTrend from GitHub with this R command:
# install.packages("remotes")
remotes::install_github("Alobondo/MCTrend")
library(MCTrend)Usage
| Functions | Description |
|---|---|
| MCTrend(x, n_rep, plot_title, int = 0.25, opt) | Apply Monte Carlo time series trend analysis. |
| Parameters | Description |
|---|---|
| x | A data frame containing the input data. The first row expected to contain model names or time series names.. |
| n_rep | Number of replications for the Monte Carlo simulation. |
| plot_title | Title for the plot. |
| int | Number indicating lower threshold value of the interval within which no trend is defined, the upper value is calculated based on this value, by default a lower value of 0.25 is considered. |
| opt | A number indicating type of results, for opt = 1 returns test result, opt = 2 returns plot. |