The Optimal Detection Package Webpage

Maintained by: Dáithí Stone (stoned@csag.uct.ac.za)
Last modified: 2013-08-05, 09:45:36 GMT by idl_lib_html.pro.
Number of routines: 26
Contributors: Myles Allen, Daithi Stone, Edward Wiebe

Licence: The IDL routines available from this page are free for non-commercial use under the terms of this Creative Commons License unless otherwise noted in the routine.

Please report any bugs to stoned@csag.uct.ac.za.
We welcome any modified or new routines you would like to add.
We would like to know if you have found any of these routines useful.

The entire routine library can be downloaded as an archive file.
Click here for a .tar archive.
Click here for a .zip archive.

UPDATE INFORMATION

v3.1.2 was released on 5 August 2013. More output from truncation scanning has been included. Requirement for including of eivtls.pro has been removed. WEIGHT keyword has been re-activated.
v3.1.1 was released on 24 January 2012. The EIV regression approach has been disabled for this version due to unsolved problems. This version can run on GDL (GNU Data Language).
v3.1.0 was released on 6 November 2011. The Error-In-Variables (EIV) regression approach has been added in this version. It also includes an output of distributions of adjusted independent variables, further documentation, a more elaborate demonstration, and some code modifications. Because input/output keyword parameters to gendetec.pro have been altered, gendetec_compatibility.pro is added as a wrapper which allows continued use of the old keyword parameters. PV-WAVE compatibility has been formally discontinued.
A .tar archive file containing the entire routine library (all versions) was added on 2007-05-24 and is updated when any changes are made; see above to download it.
v2.1 is the last version known to work in PV_WAVE and is retained here for any PV-WAVE users.

If you use these routines, contact stoned@csag.uct.ac.za in order to be put on the e-mail list to be notified of future updates.

OPTIMAL DETECTION PACKAGE V3.1.2

ALGEBRA_TO_MATRIX This function parses algebraic statements into a matrix for use in matrix algebra. MODIFIED 2012-02-15
BETAS_HIST This function produces n-dimensional histograms of the beta scaling factors from the gendetec Optimal Detection Package. MODIFIED 2012-01-24
CPAR_OLS This function computes 1-D and m-D parametric confidence intervals from ordinary least squares regression. MODIFIED 2012-02-14
CPAR_TLS This function computes 1-D and m-D parametric confidence intervals from total least squares regression. MODIFIED 2012-09-26
DEMO_GENDETEC This function is a simple example demonstration of how to use the Optimal Detection Package. All inputs are optional. MODIFIED 2012-01-24
GENDETEC This procedure computes confidence intervals on undetermined model parameters by multiple regression using observational constraints. MODIFIED 2012-03-15
GENDETEC_COMPATIBILITY This procedure is a wrapper for gendetec.pro v3.1.0 which allows simultaneous use of the v3.0.0 and v3.1.0 input/output keyword parameter names. MODIFIED 2012-03-15
LINMOD This function performs multiple linear regression given an optional prewhitening operator, externally specified noise realisation, and optional noise on the independent variables. MODIFIED 2012-02-15
PCA This procedure calculates the principal components and empirical orthogonal functions of a given data set. MODIFIED 2012-02-14
PDF This procedure estimates the one or two dimensional probability density function of a given data set. MODIFIED 2012-01-24
REGOLS This function performs multiple ordinary least squares regression. MODIFIED 2011-11-06
REGTLS This function performs multiple total least squares (TLS) regression, including the extension of the error-in-variables (EIV) approach. MODIFIED 2012-09-26
SHUFFLE This function shuffles the values in an array. MODIFIED 2011-11-06
SIGN This function returns the sign of the input variable. MODIFIED 2011-11-06
SPHERE_SAMPLING This function determines the number of points to sample along the surface of a multi-dimensional sphere based on a suggestion. WRITTEN 2011-10-14
VAR_TYPE This function returns the IDL code of the variable type. MODIFIED 2011-11-06

OPTIMAL DETECTION PACKAGE V2.1

CPAR_OLS This function computes 1-D and m-D parametric confidence intervals from ordinary least squares regression. MODIFIED 2004-06-28
CPAR_TLS This function computes 1-D and m-D parametric confidence intervals from total least squares regression. MODIFIED 2004-06-28
FCDF This function does not do anything but its existence allows the GENDETEC family of programs to be compatible with PV_Wave. MODIFIED 2004-06-28
GENDETEC This procedure computes confidence intervals on undetermined model parameters by multiple regression using observational constraints. MODIFIED 2004-06-28
INVERT1K This function computes the inverse of a real square symmetric matrix and checks the solution. MODIFIED 2004-06-28
LINMOD This function performs multiple linear regression given an optional prewhitening operator, externally specified noise realisation, and optional noise on the independent variables. MODIFIED 2004-06-28
REGOLS This function performs multiple ordinary least squares regression. MODIFIED 2004-06-28
REGTLS This function performs multiple total least squares regression. MODIFIED 2004-06-28
SVDPVW This procedure is a singular value decomposition (SVD) routine for PV-Wave. MODIFIED 2004-06-28
TOTAL_1D This function is a manual implementation of the IDL total function to get around the fact that PV-Wave cannot cope with totalling along a dimension. MODIFIED 2004-06-28

USEFUL PUBLICATIONS

Allen, M. R., and P. A. Stott. 2003. Estimating signal amplitudes in optical fingerprinting, part I: theory. Climate Dynamics, 21, 477-491.
Allen, M. R., P. A. Stott, J. F. B. Mitchell, R. Schnurr, and T. L. Delworth. 2000. Uncertainty in forecasts of anthropogenic climate change. Nature, 407, 617-620.
Allen, M. R. and S. F. B. Tett. 1999. Checking for model consistency in optimal fingerprinting. Climate Dynamics, 15, 419-434.
Barnett, T. P., F. W. Zwiers, G. C. Hegerl, M. R. Allen, T. J. Crowley, N. P. Gillett, K. Hasselmann, P. D. Jones, B. D. Santer, R. Schnurr, P. A. Stott, K. E. Taylor, and S. F. B. Tett. 2005. Detecting and attributing external influences on the climate system: A review of recent advances. Journal of Climate, 18, 1291-1314.
Gillett, N. P., G. C. Hegerl, M. R. Allen, P. A. Stott, and R. Schnurr. 2002. Reconciling two approaches to the detection of anthropogenic influence on climate. Journal of Climate, 15, 326-329.
Gillett, N. P., M. F. Wehner, S. F. B. Tett, and A. J. Weaver. 2004. Testing the linearity of the reponse to combined greenhouse gas and sulfate aerosol forcing. Geophysical Research Letters, 31, L14201, doi:10.1029/2004GL020111.
Gillett, N. P., F. W. Zwiers, A. J. Weaver, G. C. Hegerl, M. R. Allen, and P. A. Stott. 2002. Detecting anthropogenic influence with a multi-model ensemble. Geophysical Research Letters, 29(20), 1970, doi:10.1029/2002GL015836.
Hegerl, G. C., and M. R. Allen. 2002. Origins of model data discrepancies in optimal fingerprinting. Journal of Climate, 15, 1348-1356.
Hegerl, G. C., H. von Storch, K. Hasselmann, B. D. Santer, U. Cubasch, and P. D. Jones. 1996. Detecting greenhouse-gas-induced climate change with an optimal fingerprint method. Journal of Climate, 9, 2281-2305.
Huntingford, C., P. A. Stott, M. R. Allen, and F. H. Lambert. 2006. Incorporating model uncertainty into attribution of observed temperature change. Geophysical Research Letters, 33, L05710, doi:10.1029/2005GL024831.
North, G. R., K.-Y. Kim, S. S. P. Shen, and J. W. Hardin. 1995. Detection of forced climate signals. Part I: Filter theory. Journal of Climate, 8, 401-408.
North, G. R., and Q. Wu. 2001. Detecting climate signals using space-time EOFs. Journal of Climate, 14, 1839-1863.
Santer, B. D., K. E. Taylor, T. M. L. Wigley, J. E. Penner, P. D. Jones, and U. Cubasch. 1995. Towards the detection and attribution of an anthropogenic effect on climate. Climate Dynamics, 12, 77-100.
Stone, D. A., M. R. Allen, F. Selten, M. Kliphuis, and P. A. Stott. 2006. The detection and attribution of climate change using an ensemble of opportunity. Journal of Climate, 20, 504-516. (paper-PDF)
Stott, P. A., and Kettleborough, J. A. 2002. Origins and estimates of uncertainty in predictions of twenty-first century temperature rise. Nature, 416, 723-726.
Stott, P. A., M. R. Allen, and G. S. Jones. 2003. Estimating signal amplitudes in optimal fingerprinting. Part II: application to general circulation models. Climate Dynamics, 21, 493-500.
Stott, P. A., J. F. B. Mitchell, M. R. Allen, T. L. Delworth, J. M. Gregory, G. A. Meehl, and B. D. Santer. 2006. Observational constraints on past attributable warming and predictions of future global warming. Journal of Climate, in press.

Tett, S. F. B., P. A. Stott, M. R. Allen, W. J. Ingram, and J. F. B. Mitchell. 1999. Causes of twentieth-century temperature change near the Earth's surface. Nature, 399, 569-572.