regcoef
Calculates the linear regression coefficient (trend, slope,...)
between two series. Missing data are allowed.
Synopsis
function regcoef(
x : float,
y : float,
tval : float,
nptxy : integer
)
Arguments
- x
- Input vector array of any dimensionality (last dimension is
npts). Missing values should be indicated by
x@_FillValue. If x@_FillValue is not set, then the NCL
default (-999) will be assumed.
- y
- Input vector array of any dimensionality. The right-most
dimensions of y must the same as the dimensions of x.
Missing values should be indicated by y@_FillValue. If
y@_FillValue is not set, then the NCL default (-999) will be
assumed.
- tval
- t-statistic (assuming null hypothesis) array (output) of the same
dimensionality as y, minus the last dimension, npts. Space
for this must be explicity allocated by the user (see example below).
- nptxy
- number of points used (output), same dimensionality as
tval. Space for this must be explicity allocated by the user
(see example below).
Description
regcoef computes the regression coefficient (trend,
slope,...) and returns it as a float array, for which the space is
automatically allocated by NCL.
Example
In the example below, the regression coefficient for the case with no
missing data is 0.97, the number of points used (nptxy) was 18
which yields 16 degrees of freedom (=nptxy-2). A test of the
null hypothesis (i.e., that the regression coefficient is zero) yields
a t-statistic of 38.7, which is distributed as t(16). Obviously, the
null hypothesis would be rejected.
begin
x = (/ 1190.,1455.,1550.,1730.,1745.,1770. \
, 1900.,1920.,1960.,2295.,2335.,2490. \
, 2720.,2710.,2530.,2900.,2760.,3010. /)
y = (/ 1115.,1425.,1515.,1795.,1715.,1710. \
, 1830.,1920.,1970.,2300.,2280.,2520. \
, 2630.,2740.,2390.,2800.,2630.,2970. /)
x@_FillValue = -999.
y@_FillValue = -999.
tval = 0.
nptxy = 0
rc = regcoef(x,y,tval,nptxy)
print ("NO MSG DATA: rc="+rc+" tval="+tval+" nptxy="+nptxy)
x(2) = x@_FillValue
y(8) = y@_FillValue
rc = regcoef(x,y,tval,nptxy)
print ("MSG DATA: rc="+rc+" tval="+tval+" nptxy="+nptxy)
end
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$Revision: 1.7 $ $Date: 1999/03/22 20:49:10 $