?? confint.m
字號(hào):
function [k2,k1] = confint (g,m,S2)
% [k2,k1] = confint (g,m,S2)
%
% Confidence intervals for the structure function
%
% CONF {k2 <= variance <= k1} (1)
%
% The structure function is a measure of the variance of a given
% variable as a function of distance. The estimation of the
% confidence intervals in such a case is given by (1).
%
% k1 = (n-1) * S^2 / c1
% k2 = (n-1) * S^2 / c2 (2)
%
% where n = sample size = m+1
% m = number of degrees of freedom
% S^2 = variance of the sample
% c1 and c2 are determined by the solution to the equations
%
% F(c1) = (1-g) /2
% F(c2) = (1+g) /2 (3)
%
% where g = confidence level (95%, 99% or the like)
%
% Solutions are obtained by function 'chitable' (ftp m-file).
%
% ref: Kreyszig, E. (1988) Advanced Engineering Mathematics, sixth edition,
% John Wiley & Sons, New york, p. 1252.
%
% Chi-square distribution
Fc1 = (1-g) /2;
Fc2 = (1+g) /2;
% Solutions for c1 and c2
c1 = chitable(Fc1,m);
c2 = chitable(Fc2,m);
% Solution for k1 and k2
if c1 ~= 0
k1 = m * S2 /c1;
else
k1 = S2;
end
if c2 ~= 0
k2 = m * S2 /c2;
else
k2 = S2;
end
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