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Re: Circular statistics in IDL [message #94035 is a reply to message #94019]

Thu, 29 December 2016 17:16

Dick Jackson
Messages: 347
Registered: August 1998

Senior Member

On Wednesday, 21 December 2016 09:25:04 UTC-8, Craig Markwardt wrote:
> On Tuesday, December 20, 2016 at 11:05:03 AM UTC-5, Gadi Goelman wrote:

>> What I need is to calculate significance of complex numbers or phases. Do you know if correct calculations of mean, variance etc is sufficient? I guess that you cant assume normal distributions and different distributions are needed such circular Gaussian.
>
> I'm a big fan of the Rayleigh (Z) statistic. It's pretty easy to calculate. For an array of unit complex number U, it's
>
> Z = total(abs(U)^2)
>
> In the case of the null hypothesis (only noise), the Z statistic is distributed as a chi-square with 2 degrees of freedom. You you can use IDL's chi-square statistic to test statistical significance, or my equivalent MPCHITEST() function.
>
> Craig

In general, I trust anything Craig says :-), and other sources point in the same direction:
https://en.wikipedia.org/wiki/Directional_statistics#Goodnes s_of_fit_and_significance_testing

Some MATLAB functions written for this seem to follow this:
https://github.com/circstat/circstat-matlab/blob/master/circ _r.m
https://github.com/circstat/circstat-matlab/blob/master/circ _rtest.m

I hope this is helpful!

Cheers,
-Dick

Dick Jackson Software Consulting Inc.
Victoria, BC, Canada --- http://www.d-jackson.com

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[Message index]

		Circular statistics in IDL By: Gadi Goelman on Tue, 13 December 2016 01:20
		Re: Circular statistics in IDL By: Dick Jackson on Tue, 13 December 2016 08:10
		Re: Circular statistics in IDL By: Gadi Goelman on Tue, 20 December 2016 08:05
		Re: Circular statistics in IDL By: Craig Markwardt on Wed, 21 December 2016 09:25
		Re: Circular statistics in IDL By: Dick Jackson on Thu, 29 December 2016 17:16

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