Cox-Stuart test

Versione 1.0.0.0 (1,95 KB) da Simone Fatichi
Cox-Stuart non-parametric trend test.
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Aggiornato 9 ott 2009

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The code performs a version of two tailed Cox-Stuart 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 failure to reject the null hypothesis at the alpha significance level.

Cita come

Simone Fatichi (2024). Cox-Stuart test (https://www.mathworks.com/matlabcentral/fileexchange/25535-cox-stuart-test), MATLAB Central File Exchange. Recuperato .

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Creato con R2007b
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Versione Pubblicato Note della release
1.0.0.0