From: Dennis Shea <shea_at_nyahnyahspammersnyahnyah>

Date: Fri Sep 20 2013 - 10:42:15 MDT

Date: Fri Sep 20 2013 - 10:42:15 MDT

(i) B = 1-p**(1/(df/2-1)) where B=coherence-squared

(ii) Solving for p

p = (1-B)^(df/2-1)

Looking at Table 1 of the article

n = 4

df = 8.0 ; degrees of freedom

(i) What coherence-squared (coherence)

is needed for a significance level of p=0.05

B = 1.0-p^(1.0/(df/2.0 -1.0)) ; ===> 0.6315969

b = sqrt(B) ; coherence==>0.7947307

===

(ii) At what probability level does a calculated coherence-squared

(coherence^2) fall ... given an estimated 'df'

B = 0.63

p = (1-B)^(df/2-1) ; ==> 0.05

Sometimes statistics are returned via

P = 1-p ; P=0.95

That is the way I sent you

P = 1.-(1.-coh)^(df/2.-1.)

Hope that helps

On 9/19/13 12:10 PM, 朱学明 wrote:

*>
*

*> Hi Dennis,
*

*> I am still confused on your example and do not know how to caculate spec@coher_probability exactly. Can you tell me what is the coh, why you set it as 0.5 in your example? Is it the confidence level(0.9, 0.95, 0.99) or spec@coher? What is the relationship between df and jave? Is df twice of jave?
*

*> Also, I found the formula
*

*> B=1-p**(1/(df/2-1)) (1)
*

*> from the reference, but your example is
*

*> p = 1.-(1.-coh)**(df/2.-1.) (2)
*

*>
*

*> why are they different? Is the p in (2) same as p or B in (1) ? Which one is the spec@coher_probability from the function specxy_anal in NCL?
*

*>
*

*> Thanks.
*

*>
*

*> 2013-09-19
*

*>
*

*>
*

*>
*

*> Xueming Zhu 朱学明
*

*> Key Laboratory of Research on Marine Hazards Forecasting (LoMF), SOA
*

*> National Marine Environmental Forecasting Center (NMEFC)
*

*> No.8, Dahuisi Road, Haidian District, Beijing, 100081
*

*> People's Republic of China
*

*> Tel:+86-10-82481923
*

*>
*

*>
*

*>
*

*> 发件人：Dennis Shea <shea@ucar.edu>
*

*> 发送时间：2013-09-19 01:13
*

*> 主题：Re: [ncl-talk] confidence interval/level
*

*> 收件人："朱学明"<557xiaozhu@163.com>
*

*> 抄送："ncl-talk@ucar.edu USERS"<ncl-talk@ucar.edu>
*

*>
*

*>
*

*> Comments on the Determination of Significance Levels
*

*> of the Coherence Statistic
*

*> Paul Julian
*

*> Journal of the Atmospheric Sciences, 1975
*

*> Volume 12, pp836-837
*

*>
*

*>
*

*> http://journals.ametsoc.org/doi/pdf/10.1175/1520-0469%281975%29032%3C0836%3ACOTDOS%3E2.0.CO%3B2
*

*>
*

*> eg:
*

*> coh = .5
*

*> df = 6
*

*> p = 1.-(1.-coh)**(df/2.-1.)
*

*> print("p="+p)
*

*>
*

*>
*

*>
*

*> On 9/18/13 8:54 AM, 朱学明 wrote:
*

*>> Hi Dennis,
*

*>> can you show me how does NCL caculate the spec@coher_probability?
*

*>> Thanks.
*

*>>
*

*>> 2013-09-18
*

*>>
*

*>>
*

*>>
*

*>> 朱学明
*

*>>
*

*>>
*

*>>
*

*>> 发件人：Dennis Shea <shea@ucar.edu>
*

*>> 发送时间：2013-09-18 07:29
*

*>> 主题：Re: [ncl-talk] confidence interval/level
*

*>> 收件人："朱学明"<557xiaozhu@163.com>
*

*>> 抄送："ncl-talk@ucar.edu USERS"<ncl-talk@ucar.edu>
*

*>>
*

*>> spec = specxy_anal(x,y,d,sm,pct)
*

*>> PHASE = spec@phase
*

*>> PHASE@_FillValue = 1e20
*

*>> PHASE = where(spec@coher_probability(1).le.0.95,PHASE@_FillValue,PHASE)
*

*>>
*

*>> =========
*

*>> See: http://www.ncl.ucar.edu/Applications/xy.shtml#ex25
*

*>>
*

*>> The right (R) plot should
*

*>>
*

*>>
*

*>> resR = True ; plot mods desired
*

*>> resR@xyMarkLineModes = "Markers" ; choose which have markers
*

*>> resR@xyMarkers = 16 ; choose type of marker
*

*>> resR@xyMarkerColor = "red" ; Marker color
*

*>> resR@xyMarkerSizeF = 0.005 ; Marker size (default 0.01)
*

*>>
*

*>>
*

*>> plot = gsn_csm_xy2(wks,spec@frq,spec@coher,PHASE,resL,resR)
*

*>>
*

*>>
*

*>> On 9/17/13 4:04 PM, 朱学明 wrote:
*

*>>> Hi all,
*

*>>> I have tried to use the function specxy_anal get the coherance and phase of two timeseries data based on the example script spec_2.ncl. But I just want to get the coherence and phase satisfy the 0.95 confidence level, the picture likes that in the attachment. How can I do that?
*

*>>> It looks like that the output of function specx_ci is not what I want.
*

*>>>
*

*>>> Any help would be appreciated. Thanks.
*

*>>>
*

*>>> 2013-09-18
*

*>>>
*

*>>>
*

*>>>
*

*>>> 朱学明
*

*>>>
*

*>>>
*

*>>>
*

*>>> _______________________________________________
*

*>>> ncl-talk mailing list
*

*>>> List instructions, subscriber options, unsubscribe:
*

*>>> http://mailman.ucar.edu/mailman/listinfo/ncl-talk
*

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Received on Fri Sep 20 10:42:25 2013

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