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Confidence level #181

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iuryt opened this issue Apr 20, 2022 · 3 comments
Open

Confidence level #181

iuryt opened this issue Apr 20, 2022 · 3 comments

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@iuryt
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iuryt commented Apr 20, 2022

Hi,

Nice package!

I think it would be nice to add an example to docs or have a new feature for estimating the 95% confidence level by which the spectrum differ from white or red noise.

I found this post on Stack Overflow and would like to know the best way to do that using your package.

@roxyboy
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roxyboy commented Apr 25, 2022

Thanks for using our package @iuryt :)

In Appendix E of this paper, we provide how to estimate the 95% confidence level based on the chi2 distribution: https://agupubs.onlinelibrary.wiley.com/doi/abs/10.1029/2021MS002692
Jupyter notebooks where I compute the confidence interval are available via Github (doi:10.5281/zenodo.5563893).

@roxyboy
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roxyboy commented Mar 6, 2023

You can also estimate the confidence intervals via bootstrapping.

@dougiesquire
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Possibly useful: xbootstrap

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