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Name: difference_test Purpose: 平均値検定を行うプログラム。 χ二乗検定によって正規分布との適合を検定する。 どちらも正規分布に従う場合はWelch検定 どちらかが正規分布に従わない場合はマンホイットニー検定のみを用いる。 Syntax: difference_test,x,y,result,sl=** Keywords: result:検定結果を'0':ウェルチ検定使用-判定は異,'1':ウェルチ検定使用-判定は同,'2':マンホイットニー-異,'3':マンホイットニー-同、で返す sl:有意水準。指定しない場合はsl=0.05で検定。 test_sel:行う検定を指定。'2'はマンホイットニー検定、'1'はウェルチ検定、'0'はχ二乗検定によって正規分布との適合を検定 2012/12/13 改変 by 濵口
(See projects/iugonet/tools/statistical_package/difference_test.pro)
NAME:
Mann_Whitney_test
PURPOSE:
Test the difference for distributions between two data sets.
Distribution of the population does not matter.
KEYWORDS:
sl:significance level
If you don't set sl, sl = 0.05
mv:missing value
If you don't set mv, mv = only NaN
z:Statistical test value.
Z0:Critical value of the standard normal distribution at significance level
c:Comment
NOTES:
The output result is 3 or 2 if both distributions is same or different.
CODE:
R. Hamaguchi, 13/02/2012.
MODIFICATIONS:
A. Shinbori, 01/05/2013.
A. Shinbori, 10/07/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/mann_whitney_test.pro)
NAME
normality_test
PURPOSE
Test whether time-series data obey the normal distribution or not
with the chi-square goodness-of-fit test.
SYNTAX
result=normality_test(x,sl=sl,mv=mv)
KEYWORDS:
x:Input data
sl:Significant level
The default is 0.05.
mv:Missing value.
If not set, only the NaN value is dealt with.
NOTES:
Output the value '0' if the input data obey the normal distribution and
'1' if not obey.
CODE:
R. Hamaguchi, 13/02/2012.
MODIFICATIONS:
A. Shinbori, 01/05/2013.
A. Shinbori, 10/07/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/normality_test.pro)
NAME:
s_trans
PURPOSE:
Calculate the local power spectrum for given time-series data and return the structure
which contains {st:, ph: freq:, time:} where st is the S Transform.
SYNTAX:
results = s_trans(time-series)
KEYWOARDS:
\help explains all the keywords and parameters
\verbose flags errors and size
\samplingrate if set returns array of frequency
\maxfreq
\minfreq
\freqsmplingrate
\piecewisenumber divides the time series, and passes back array
\power returns the power spectrum
\abs returns the absolute value spectrum
\Rremoveedge removes the edge with a 5% taper, and takes out least-sqares fit parabola
Added a "mask out edges" keyword, which STs a line (ie st of edges) and thresholds the returned st matrix.
The value of masked edges is the percent at which to make the threshold default = 5 %.
Added an EXAMPLE keyword, will display a time series and the amplitude of the ST to the current graphics device
WARNING, will call !P.multi=0
===================== Modified hilbert transform ================================
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NAME:
hilbert
PURPOSE:
Return a series that has all periodic terms shifted by 90 degrees.
CODE:
A. Shinbori, 04/06/2012.
MODIFICATIONS:
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/s_trans.pro)
NAME:
trend_test
PURPOSE:
Test the trend of the data.
SYNTAX:
trend_test,y
KEYWORDS:
y:Input data
Z:Statistical test value.
sl:Significant level. The default is 0.05.
CODE:
R. Hamaguchi, 17/01/2013.
MODIFICATIONS:
A. Shinbori, 01/05/2013.
A. Shinbori, 10/07/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/trend_test.pro)
NAME: uchange_point_checker PURPOSE: Identify the change point of time-serise data. SYNTAX: uchange_point_checker,vname1 CODE: R. Hamaguchi, 17/01/2013. MODIFICATIONS: A. Shinbori, 08/05/2013. ACKNOWLEDGEMENT: $LastChangedBy: nikos $ $LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $ $LastChangedRevision: 25538 $ $URL $
(See projects/iugonet/tools/statistical_package/uchange_point_checker.pro)
NAME: ucross_cor PURPOSE: Calculate the cross correlation between two time-serise data and perform a test of correlation. CALLING SEQUENCE: ucross_cor, vname1,vname2 INPUT: vname1 = first tplot variable name vname2 = second tplot variable name OUTPUT: cross_cor = cross correlation between two time-serise data x_cor = auto correlation of the first tplot variable y_cor = auto correlation of the second tplot variable KEYWORDS: sl = Significant level of correlation test. low_lag = lag time of left direction high_lag = lag time of right direction EXAMPLE: ucross_cor, tplot1, tplot2 CODE: R. Hamaguchi, 15/01/2013. MODIFICATIONS: A. Shinbori, 31/01/2013. ACKNOWLEDGEMENT: $LastChangedBy: nikos $ $LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $ $LastChangedRevision: 25538 $ $URL $
(See projects/iugonet/tools/statistical_package/ucross_cor.pro)
NAME:
udata_interpolation
PURPOSE:
Perform the data interpolation for two time-serise data.
CALLING SEQUENCE:
udata_interpolation, vname1,vname2
INPUT:
vname1 = first tplot variable name
vname2 = second tplot variable name
KEYWORDS:
st_time0 = start time of data interpolation
ed_time0 = end time of data interpolation
reverse = exchange of two data sets
If set, the data interplation is performed on the basis of time range of data2.
set_interval = set up time interval to interplate the two data sets.
If not set, the time interval is determined on the basis of the minimum interval
in the two data sets.
EXAMPLE:
udata_interpolation, tplot1, tplot2
CODE:
R. Hamaguchi, 15/01/2013.
MODIFICATIONS:
A. Shinbori, 20/02/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2019-10-12 12:38:21 -0700 (Sat, 12 Oct 2019) $
$LastChangedRevision: 27847 $
$URL $
(See projects/iugonet/tools/statistical_package/udata_interpolation.pro)
NAME:
uspec_coh
PURPOSE:
Calculate the coherence and phase difference between two time-serise data.
CALLING SEQUENCE:
uspec_coh, vname1,vname2
INPUT:
vname1 = first tplot variable name
vname2 = second tplot variable name
OUTPUT:
main_period = the period given the maximum coherence.
KEYWORDS:
deltat = time interval of observation data
width = the width of window function
Default is 10.
window = type of window function (hanning, boxcar, gaussian, triangle)
Default is 'hanning' window.
xsize = plot size of x direction. Default is 1400.
ysize = plot size of y direction. Default is 700.
EXAMPLE:
uspec_coh, tplot1, tplot2
CODE:
R. Hamaguchi, 15/01/2013.
MODIFICATIONS:
A. Shinbori, 31/01/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/uspec_coh.pro)
PROCEDURE:
ustrans_pwrspc, varname, newname = newname
PURPOSE:
Calculate the local power spectrum for given time-series data and return the structure
which contains {st:, ph: freq:, time:} where st is the S Transform and
store the tplot variable.
INPUT:
varname = variable passed to get_data, example - uts_mag_ccnv
KEYWORDS:
newname: set output variable name
\help explains all the keywords and parameters
\verbose flags errors and size
\samplingrate if set returns array of frequency
\maxfreq maximum frequency performing the S transform
\minfreq minimum frequency performing the S transform
\freqsmplingrate frequency interval
\power returns the power spectrum
\abs returns the absolute value spectrum
\Rremoveedge removes the edge with a 5% taper, and takes out least-sqares fit parabola
HISTORY:
14-aug-2012, Atsuki Shinbori
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL: svn+ssh://thmsvn@ambrosia.ssl.berkeley.edu/repos/spdsoft/trunk/projects/iugonet/tools/statistical_package/ustrans_pwrspc.pro $
(See projects/iugonet/tools/statistical_package/ustrans_pwrspc.pro)
NAME: utrend_test PURPOSE: Test whether there is a significant trend of time-serise data or not. SYNTAX: utrend_test,vname1,sl=sl KEYWORDS: sl:significant level (Default is 0.05) CODE: R. Hamaguchi, 17/01/2013. MODIFICATIONS: A. Shinbori, 01/05/2013. ACKNOWLEDGEMENT: $LastChangedBy: nikos $ $LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $ $LastChangedRevision: 25538 $ $URL $
(See projects/iugonet/tools/statistical_package/utrend_test.pro)
NAME:
welch_test
PURPOSE:
Test whether two pairs of average value of time series data is the same or.
It is assumed that both distibutions of the data sets are normal distribution
and have different variance.
SYNTAX:
result=Welch_test(x,y,sl=sl,mv=mv)
KEYWORDS:
sl:Significant level.
The default is 0.05.
mv:Missing value.
If not set, Only the NaN value is dealt with.
z:Statistical test value
t_sl:Critical value of t-distribution in the significant level.
NOTES:
The test result is output as a value of 1 and 0 if the average value is the same
and different, respectively.
CODE:
R. Hamaguchi, 13/12/2012.
MODIFICATIONS:
A. Shinbori, 01/05/2013.
A. Shinbori, 10/07/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/welch_test.pro)
NAME:
udifference_test
PURPOSE:
Perform the difference test for two pairs of time-series data sets and
test the fit of a normal distribution by χ-square test
If both data sets obey the normal distribution, the Welch test is applied.
If both data sets do not obey the normal distribution,
only the Mann-Whitney test is used.
SYNTAX:
difference_test,vname1,vname2,sl=sl,test_sel=test_sel
KEYWORDS:
result:Test result.
The values '0' and '1' mean that the judgement of the Welch test is different
and same, respectively. Moreover, the values '2' and '3' mean that the judgement
of the Mann-Whitney test is different and same, respectively.
sl:Significant level.
The default is 0.05.
test_sel:Specify the test to be performed. The value '2' is the Mann-Whitney test,
'1' is the Welch test, and '0' is to test the fit of a normal distribution
by χ-square test
CODE:
R. Hamaguchi, 13/02/2012.
MODIFICATIONS:
A. Shinbori, 01/05/2013.
A. Shinbori, 10/07/2013.
ACKNOWLEDGEMENT:
$LastChangedBy: nikos $
$LastChangedDate: 2018-08-01 11:03:38 -0700 (Wed, 01 Aug 2018) $
$LastChangedRevision: 25538 $
$URL $
(See projects/iugonet/tools/statistical_package/udifference_test.pro)