Applies F-test for variances and returns an estimate of the statistical significance.
function ftest ( var1 : numeric, s1 : numeric, var2 : numeric, s2 : numeric, opt  : integer ) return_val [dimsizes(var1)] : float or double
Scalars or arrays of any dimension (they must be the same dimensionality as each other). They represent the variances calculated from two samples (i.e. sample variances).s1
Must be the same dimensionality as var1 and var2, or else scalars. If the data within the two samples are significantly autocorrelated, then s1 and s2 should contain the equivalent sample sizes. It is best if the samples sizes are "large" (i.e. > 30).opt
Currently not used. Set to zero.
The output array will be the same dimensionality as var1. If either of var1 or var2 are of type double, the returned values will be of type double. Otherwise, the returned values will be of type float.
The F-test uses the ratio of variances (F=var1/var2 or F=var2/var1) where the numerator is the larger of the two variances. The F-test tests the null hypothesis that the sample variances are from the same population (i.e. H0: var1=var2). Rejection of the null hypothesis (i.e. acceptance of the alternative hypothesis) indicates that the sample variances are from two different populations. Note that values much smaller/larger than 1 indicate that the variances may be from different populations. Hence, a two-tailed significance test is used.
As noted by vonStorch and Zwiers(1998), the F-test is "not particularly powerful". One way to increase the power (at the cost of increased greater risk) is to test a critical significance level of 0.1 (i.e. 10%).
The value(s) returned by ftest represent estimates of the statistical significance. Commonly, values of 0.10 or less are used as critical levels. Note: the user should specify the critical significance level prior to the calculation.
Assume X and Y are one-dimensional arrays (they need not be the same size). Assume each of the values within X and Y are independent. Use the F-test to test if X and Y have the same population variance:
siglvl = 0.05 ; critical level varX = variance (X) varY = variance (Y) sX = dimsizes (X) ; X and Y can be of sY = dimsizes (Y) ; different sizes prob = ftest(varX,sX,varY,sY,0)
prob will be a scalar containing the significance and will range between zero and one. Let's say varX = 72, sX = 31, varY = 18, and sY = 9. Then prob will be = 0.046 which is less than the critical level. Thus, the null hypothesis is rejected and the alternative hypothesis is accepted.
Assume varX, sX, varY and sY are dimensioned nlat x mlon. Then:
alpha = 100.*(1. - ftest(varX,sX,varY,sY, ))
will yield alpha dimensioned nlat x mlon. A significance of 0.05 returned by ftest would yield 95% for alpha. This is often done for plotting.
Assume stdX and stdY are dimensioned 12 x nlat x mlon and represent interannual variabilities (represented here as standard deviations) for each month. Assume sx and sy are scalars containing the number of years used to calculate the variances. (Generally, there is no significant year-to-year autocorrelation of monthly data [e.g. successive Januaries].)
prob = ftest(stdX^2, sX, stdY^2, sY, 0)will yield prob dimensioned 12 x nlat x mlon. Note that the standard deviations were squared to produce variances as required by the ftest function.
Assume x and y are dimensioned time x lat x lon where "time", "lat", "lon" are dimension names.
- Use NCL's named dimensions to reorder in time;
- calculate the temporal variances using the dim_variance function;
- specify a critical significance level to test the lag-one auto-correlation coefficient and determine the (temporal) number of equivalent sample sizes in each grid point using equiv_sample_size;
- [optional] estimate a single global mean equivalent sample size using wgt_areaave;
- specify a critical significance level for the F-test and test if the variances are different at each grid point.
(1) xtmp = x(lat|:,lon|:,time|:) ; reorder but do it only once [temporary] ttmp = y(lat|:,lon|:,time|:) (2) xVar = dim_variance (xtmp) ; calculate variances yVar = dim_variance (ytmp) (3) sigr = 0.05 ; critical sig lvl for r xEqv = equiv_sample_size (xtmp, sigr,0) ; xEqv(nlat,nlon) yEqv = equiv_sample_size (ytmp, sigr,0) (4) ; xN and N will be scalars xN = wgt_areaave (xEqv, wgty, 1., 0) ; wgty could be gaussian weights yN = wgt_areaave (yEqv, wgty, 1., 0) (5) sigf = 0.10 ; any value of prob<sigf is significant prob = ftest(xVar,xN, yVar,yN, False) delete(xtmp) delete(ytmp)