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eofcov_pcmsg

Calculates empirical orthogonal functions via a covariance matrix (missing values allowed)(deprecated version).

Prototype

	function eofcov_pcmsg (
		data   : numeric,  
		neval  : integer,  
		pcrit  : float     
	)

	return_val  :  numeric

Arguments

data

A multi-dimensioned array in which the rightmost dimension is the number of observations. Generally, this is the time dimension.

neval

A Scalar integer that specifies the number of eigenvalues and eigenvectors to be returned. This is usually less than or equal to the minimum number of observations or number of variables. 3 to 5 typically.

pcrit

A scalar value that indicates the percentage of non-missing points that must exist at any single point in order to be calculated. The default is 50%. Points that contain all missing values will automatically be set to missing.

Return value

A multi-dimensional array of the same size as data with the rightmost dimension removed and an additional leftmost dimension of the same size as neval added. Double if data is double, float otherwise.

Will contain the following attributes:

  • trace: A scalar value equal to the trace of the covariance/correlation matrix
  • eval: A one-dimensional array the same size as neval containing the eigenvalues in descending order.
  • pcvar: A one-dimensional array the same size as neval containing the percent variance associated with each eigenvalue
  • eof_function: A scalar integer:
    • 0 = eofcov was used to compute the EOFs
    • 1 = eofcor was used to compute the EOFs
    • 2 = eofcov_pcmsg was used to compute the EOFs
    • 3 = eofcor_pcmsg was used to compute the EOFs
These attributes can be accessed using the @ operator:
print(return_val@trace)
print(return_val@eval)

Description

This function is deprecated and has been replaced by the faster eofunc.

Calculates empirical orthogonal functions via a covariance matrix. Though not required, it is recommended that the values be anomalies from the temporal means at each station/grid-point. dim_rmvmean may be used to accomplish this. The eigenvectors are calculated using LAPACK's "dspevx" routine.

Points with all missing values are ignored.

Note on weighting observations

Generally, when performing and EOF analysis on observations over the globe or a portion of the globe, the values are weighted prior to calculating. This is usually required to account for the convergence of the meridions (area weighting) which lessens the impact of high-latitude grid points that represent a small area of the globe. Most frequently, the square root of the cosine of the latitude is used to compute the area weight. The square root is used to create a covariance matrix that reflects the area of each matrix element. If weighted in this manner, the resulting covariance values will include quantities calculated via:

[x*sqrt(cos(lat(x)))]*[y*sqrt(cos(lat(y)))] = x*y*sqrt(cos(lat(x))*sqrt(cos(lat(y))
Note that the covariance of a grid point with itself yields standard cosine weighting:
[x*sqrt(cos(lat(x)))]*[x*sqrt(cos(lat(x)))] = x^2 * cos(lat(x)).
Note on standard EOF analysis

Conventional EOF analysis yields patterns and time series which are both orthogonal. The derived patterns are a function of the domain. These patterns may produce patterns they are similar to physical modes of the system. However, the procedure is strictly mathematical (not statistical) and is not based upon physics.

See Also

This function is deprecated, please use eofunc

Examples

In the following, the attribute pcvar can be output via:

  print(ev@pcvar)             ; 1D vector of length "neval"

This attribute could also be used in graphics. For example, it is it could be used in a title.

  title = "%=" + ev@pcvar(1)

sprintf can be used to format the title more precisely:

  title = "%=" + sprintf("%5.2f", ev@pcvar(1) )
Example 1

Let x be two dimensional with dimensions variables (size = nvar) and time:

  neval  = 3                         ; calculate 3 EOFs out of 7 
  ev     = eofcov_pcmsg(x,neval,60)   ; ev(neval,nvar)
Example 2

Let x be three-dimensional with dimensions of time, lat, lon. Reorder x so that time is the rightmost dimension:

  y!0    = "time"                  ; name dimensions if not already done 
  y!1    = "lat"                   ; must be named to reorder
  y!2    = "lon"                   

  neval  = nvar                                  ; calculate all EOFs 
  ev     = eofcov_pcmsg(y(lat|:,lon|:,time|:),neval,75)   
  ; ev(neval,nlat,nlon)
Example 3

Let z be four-dimensional with dimensions lev, lat, lon, and time:

  neval  = 3                       ; calculate 3 EOFs out of klev*nlat*mlon 
  ev     = eofcov_pcmsg(z,neval,45)      
; ev will be dimensioned neval, level, lat, lon
Example 4

Calculate the EOFs at every other point rather. Use of a temporary array is NOT necessary but it avoids having to reorder the array twice in this example:

  neval  = 5                          ; calculate 5 EOFs out of nlat*mlon 
  zTemp  = z(lat|::2,lon|::2,time|:)  ; reorder and use temporary array
  ev     = eofcov_pcmsg(zTemp,neval,95)   ; ev(neval,nlat/2,mlon/2)
Example 5

Let z be four-dimensional with dimensions level, lat, lon, time. Calculate the EOFs at one specified level:

  kl     = 3                               ; specify level
  neval  = 8                               ; calculate 8 EOFs out of nlat*mlon 
  ev     = eofcov_pcmsg(z(kl,:,:,:),neval,88)  
; ev will be dimensioned neval, lat, lon 
Example 6

Let z be four-dimensional with dimensions time, lev, lat, lon. Reorder x so that time is the rightmost dimension and calculate on one specified level:

  kl     = 3                             ; specify level
  neval  = 8                             ; calculate 8 EOFs out of nlat*mlon 
  zTemp  = z(lev|kl,lat|:,lon|:,time|:)   
  ev     = eofcov_pcmsg(zTemp,neval,90)      
; ev will be dimensioned neval, lat, lon
Example 7

Area weight the data prior to calculation. Let p be four-dimensional with dimensions lat, lon, and time. The array lat contains the latitudes.

; calculate the weights using the square root of the cosine of the latitude and
; also convert degrees to radians
  wgt = sqrt(cos(lat*0.01745329)) 
  
; reorder data so time is fastest varying                                      
  pt  = p(lat|:,lon|:,time|:)         ; (lat,lon,time)
  ptw = pt                            ; create an array with metadata

; weight each point prior to calculation. 
; conform is used to make wgt the same size as pt
  ptw = pt*conform(pt,wgt,0)        
                                      
  evec= eofcov_pcmsg(ptw,neval,93)