Re: Missing value behaviour for "esccr" and "escorc"

FYI only:

I forgot to send you the old fortran-77 code upon which
the esccr function is based. It was written 35+ years ago!

NCL uses a double precision version of the code.

On 2/18/14, 8:34 AM, Dennis Shea wrote:
> Thank you for a simple test code.
> -------------------------------------
> I am not sure how to classify this situation.
> It may or may not be a bug.
>
> The normalization standard deviations are calculated
> separately for each series [x, y] using the entire series.
> This is done once upon initial entry into the subroutine.
>
> Basically, the approach recommended by Chatfield is used.
> [Chatfield, The Analysis of Time Series, 1982, Chapman and Hall]
> He states that the overall standard deviation of x and y be used.
> He offers some statistical arguments to justify doing this.
> See the Description section of:
> http://www.ncl.ucar.edu/Document/Functions/Built-in/esccr.shtml
>
> An additional unexpected side effect may be correlations
> exceeding (+/-) 1 although this is rare.
>
> You can eliminate the behavior via:
>
> print("")
> print("*******************************")
> print("")
> print("===============================")
> print("correlation with missing values eliminated")
> print("===============================")
>
> ii = ind(.not.ismissing(array1) .and. .not.ismissing(array2) )
> nii = dimsizes(ii)
> print("nii="+nii)
>
> print("esccr (lag 0): " + esccr(array1(ii), array2(ii), 0))
> print("escorc: " + escorc(array2(ii), array2(ii)))
>
> =====
>
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> On 2/18/14, 2:41 AM, Evaldsson Martin wrote:
>> Hi,
>> I'm wondering about the behavior for missing values when computing
>> correlations using "esccr" and "escorc". Using zero lag for "esccr" I
>> expected it should give the same result as "escorc", however, playing
>> around with the attached script it seems to be true only when there
>> are no missing values. The documentation mentions missing values are
>> ok for both "esccr"/"escorc" but from the algorithm on their
>> respective documentation pages it is not clear to me how this
>> difference comes about.
>>
>> Is there a difference and if so, how can I understand it (to choose
>> the proper routine)?
>>
>> The attached script reproduces this behavior with both,
>>
>> ncl_ncarg-6.1.0.Linux_RedHat_x86_64_nodap_gcc444.tar.gz
>> ncl_ncarg-6.1.2.Linux_RHEL6.2_x86_64_nodap_gcc446.tar.gz
>>
>> Best regards,
>> Martin
>>
>>
>> --
>>
>> Martin Evaldsson, PhD
>> SMHI / Swedish Meteorological and Hydrological Institute,
>> SE-601 76 Norrköping,
>> www.smhi.se
>>
>> Besöksadress/Street address: Folkborgsvägen 17
>>
>> Tel: +46-11-495 8068
>> Fax: +46-11-495 8001
>>
>>
>>
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