Documentation of north

Global Index (short | long) | Local contents | Local Index (short | long)

Function Synopsis

er=north(s,dat);

Help text

   er=north(s,dat);
  
   er  = error range on the eigenvalues in 's'
   s   = eigenvalues from EOF or SVD analysis (from covariance mat)
   dat = original data from which covariance matrix came.

Cross-Reference Information

Listing of function north

function er=north(s,dat);
[m,n] = size(dat);
alpha = zeros(1,n);
for i = 1:m-2;
  alpha(1,i) = 0.5*(dat(i,:)*dat(i+1,:)' + sqrt(dat(i,:)*dat(i+2,:)'));
end;
alpha = mean(alpha);
nstar = -1*(m-2)*(log(alpha)/2);
er = (s.^2)*sqrt(2/nstar);