function [k2,k1] = confint (g,m,S2) % [k2,k1] = confint (g,m,S2) % % Confidence intervals for the structure function % % CONF {k2 <= variance <= k1} (1) % % The structure function is a measure of the variance of a given % variable as a function of distance. The estimation of the % confidence intervals in such a case is given by (1). % % k1 = (n-1) * S^2 / c1 % k2 = (n-1) * S^2 / c2 (2) % % where n = sample size = m+1 % m = number of degrees of freedom % S^2 = variance of the sample % c1 and c2 are determine by the solution to the equations % % F(c1) = (1-g) /2 % F(c2) = (1+g) /2 (3) % % where g = confidence level (95%, 99% or the like) % % Solutions are obtained by function 'chitable' (ftp m-file). % % ref: Kreyszig, E. (1988) Advanced Engineering Mathematics, sixth edition, % John Wiley & Sons, New york, p. 1252. % % Chi-square distribution Fc1 = (1-g) /2; Fc2 = (1+g) /2; % Solutions for c1 and c2 c1 = chitable(Fc1,m); c2 = chitable(Fc2,m); % Solution for k1 and k2 if c1 ~= 0 k1 = m * S2 /c1; else k1 = S2; end if c2 ~= 0 k2 = m * S2 /c2; else k2 = S2; end