* * student_t_cutoff.F * * Ansley Manke * April 4, 2005 * * This function returns the upper cutoff point of the Student T distribution * (P.341 Koopmans .The Spectral Analysis of Time Series) * From Rick Romea's student_t.F SUBROUTINE student_t_cutoff_init(id) INCLUDE 'ferret_cmn/EF_Util.cmn' INTEGER id, arg CALL ef_set_desc(id, 'Return student-t cutoff' ) CALL ef_set_num_args(id, 2) CALL ef_set_axis_inheritance(id, IMPLIED_BY_ARGS, . IMPLIED_BY_ARGS, IMPLIED_BY_ARGS, IMPLIED_BY_ARGS) CALL ef_set_piecemeal_ok(id, NO, NO, NO, NO) arg = 1 CALL ef_set_arg_name(id, arg, 'P') CALL ef_set_arg_unit(id, arg, ' ') CALL ef_set_arg_desc(id, arg, 'Confidence Limit') CALL ef_set_axis_influence(id, arg, YES, YES, YES, YES) arg = 2 CALL ef_set_arg_name(id, arg, 'DF') CALL ef_set_arg_unit(id, arg, ' ') CALL ef_set_arg_desc(id, arg, 'Degrees of freedom') CALL ef_set_axis_influence(id, arg, YES, YES, YES, YES) * ^ * | * USER CONFIGURABLE PORTION | * ********************************************************************** RETURN END * * In this subroutine we compute the result * SUBROUTINE student_t_cutoff_compute(id, arg_1, arg_2, result) INCLUDE 'ferret_cmn/EF_Util.cmn' INCLUDE 'ferret_cmn/EF_mem_subsc.cmn' INTEGER id REAL bad_flag(1:EF_MAX_ARGS), bad_flag_result REAL arg_1(mem1lox:mem1hix, mem1loy:mem1hiy, . mem1loz:mem1hiz, mem1lot:mem1hit) REAL arg_2(mem2lox:mem2hix, mem2loy:mem2hiy, . mem2loz:mem2hiz, mem2lot:mem2hit) REAL result(memreslox:memreshix, memresloy:memreshiy, . memresloz:memreshiz, memreslot:memreshit) INTEGER res_lo_ss(4), res_hi_ss(4), res_incr(4) INTEGER arg_lo_ss(4,1:EF_MAX_ARGS), arg_hi_ss(4,1:EF_MAX_ARGS), . arg_incr(4,1:EF_MAX_ARGS) INTEGER i,j,k,l INTEGER i1, j1, k1, l1, p, df REAL GetStudentT CALL ef_get_res_subscripts(id, res_lo_ss, res_hi_ss, res_incr) CALL ef_get_arg_subscripts(id, arg_lo_ss, arg_hi_ss, arg_incr) CALL ef_get_bad_flags(id, bad_flag, bad_flag_result) i1 = arg_lo_ss(X_AXIS,ARG1) DO 400 i=res_lo_ss(X_AXIS), res_hi_ss(X_AXIS) j1 = arg_lo_ss(Y_AXIS,ARG1) DO 300 j=res_lo_ss(Y_AXIS), res_hi_ss(Y_AXIS) k1 = arg_lo_ss(Z_AXIS,ARG1) DO 200 k=res_lo_ss(Z_AXIS), res_hi_ss(Z_AXIS) l1 = arg_lo_ss(T_AXIS,ARG1) DO 100 l=res_lo_ss(T_AXIS), res_hi_ss(T_AXIS) IF ( arg_1(i,j,k,l) .EQ. bad_flag(1) .OR. . arg_2(i,j,k,l) .EQ. bad_flag(2)) THEN result(i,j,k,l) = bad_flag_result ELSE p = arg_1(i,j,k,l) df = arg_2(i,j,k,l) IF (P.NE.90 .AND. P.NE.95 .AND. P.NE.99) . CALL EF_BAIL_OUT(id,'P must be 90,95 or 99') IF (df .LE. 0) . CALL EF_BAIL_OUT(id,'DF must be positive') result(i,j,k,l) = GetStudentT(p, df) END IF l1 = l1 + arg_incr(T_AXIS,ARG1) 100 CONTINUE k1 = k1 + arg_incr(Z_AXIS,ARG1) 200 CONTINUE j1 = j1 + arg_incr(Y_AXIS,ARG1) 300 CONTINUE i1 = i1 + arg_incr(X_AXIS,ARG1) 400 CONTINUE RETURN END !****************************************** ! ! Get the upper cutoff point of the Student T distribution ! (P.341 Koopmans .The Spectral Analysis of Time Series) ! !****************************************** c REAL FUNCTION GetStudentT(P,Nf) REAL FUNCTION GetStudentT(P,df) IMPLICIT NONE INTEGER Nf,P,df REAL ST_90(15) REAL ST_95(15) REAL ST_99(15) REAL T DATA ST_90/2.92,2.132,1.943,1.86,1.812,1.782,1.761,1.746, . 1.734,1.725,1.717,1.711,1.706,1.701,1.697/ DATA ST_95/4.303,2.776,2.447,2.306,2.228,2.179,2.145,2.12, . 2.101,2.086,2.074,2.064,2.056,2.048,2.042/ DATA ST_99/9.925,4.604,3.707,3.355,3.169,3.055,2.977,2.921, . 2.878,2.845,2.819,2.797,2.779,2.763,2.75/ c df=Nf*2 nf = df/2 IF (df .EQ. 1) nf = 1 IF(df.GT.120)THEN IF(P.EQ.90)THEN T=1.645 ELSEIF(P.EQ.95)THEN T=1.96 ELSE ! P.EQ.99 T=2.576 ENDIF ELSEIF(df.GT.80)THEN IF(P.EQ.90)THEN T=1.658 ELSEIF(P.EQ.95)THEN T=1.98 ELSE ! P.EQ.99 T=2.617 ENDIF ELSEIF(df.GT.50)THEN IF(P.EQ.90)THEN T=1.671 ELSEIF(P.EQ.95)THEN T=2. ELSE ! P.EQ.99 T=2.66 ENDIF ELSEIF(df.GT.30)THEN IF(P.EQ.90)THEN T=1.684 ELSEIF(P.EQ.95)THEN T=2.021 ELSE ! P.EQ.99 T=2.704 ENDIF ELSE ! df <= 30 IF(P.EQ.90)THEN T=ST_90(Nf) ELSEIF(P.EQ.95)THEN T=ST_95(Nf) ELSE ! P.EQ.99 T=ST_99(Nf) ENDIF ENDIF GetStudentT=T END