AddConfInterval: Add confidence interval

In EarthSystemDiagnostics/paleospec: Spectral tools for the ECUS group

Add confidence interval

Description

Add a confidence interval to a spectral estimate assuming the uncertainty of the spectral estimates follows a chi-squared distribution with the degrees of the freedom from the spectral estimates.

Usage

AddConfInterval(spec, pval = 0.05, MINVALUE = 1e-10)

Arguments

spec	a spectral object of class "spec" or a list with the minimum components spec and dof which are vectors of the same length giving the spectral estimates and the corresponding degrees of freedom.
pval	numeric; p value for the confidence interval, i.e. the interval is constructed from pval / 2 to 1 - pval / 2.
MINVALUE	numeric; minimum value to limit the confidence interval.

Value

the input object including the new list elements lim.1 and lim.2 giving the upper and lower bound of the confidence interval, respectively.

Author(s)

Thomas Laepple

Examples

N.R <- 1000
N.T <- 100
save.spec <- matrix(NA, N.T / 2, N.R)
for (i.R in 1 : N.R) {
  save.spec[, i.R] <- SpecMTM(ts(SimPowerlaw(1, N.T)))$spec
}

q.empirical <- apply(save.spec, 1, quantile, c(0.025, 0.975))
testspec <- SpecMTM(ts(SimPowerlaw(1, N.T)))

LPlot(AddConfInterval(testspec), ylim = c(0.05, 10))
lines(testspec$freq, q.empirical[1, ], col = "red")
lines(testspec$freq, q.empirical[2, ],col = "red")
legend("bottomleft", lwd = 2, col = c("black", "red"),
       legend = c("one realization with chisq conf intervals",
                  "MC confidence intervals"))

EarthSystemDiagnostics/paleospec documentation built on Feb. 17, 2024, 4:36 p.m.