Monte Carlo time series trend analysis

Alonso Arriagadada M.


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.


Dependencies: trend, reshape2, ggplot2, magrittr, lmomco, dplyr


You can install the development version of MCTrend from GitHub with this R command:

# install.packages("remotes")


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.

File for example

To download a file with the reference format follow this path: