Introduction

The WAFO version 2.5 release includes many new functions and refactorings of old functions. Many functions are now distributed under the GNU LESSER GENERAL PUBLIC LICENSE.

The details are given below:

Details

Refactorings

• XXXpdf, XXXcdf, XXXrnd, XXXinv, XXXfit, XXXplot renamed to pdfXXX, cdfXXX, rndXXX, invXXX fitXXX, plotXXX, respectively.
• XXXstat renamed to momXXX
• fitXXX now returns a structure instead of a vector.
• All pdfXXX, cdfXXX, invXXX, momXXX now accepts a structure as returned from fitXXX functions.
• All momXXX functions return mean, std, skewness and kurtosis.
• iqr renamed to iqrange
• identify renamed to clickslct
• whisto renamed to histgrm
• mle renamed to mlest
• empdistr renamed to plotedf
• cempdistr renamed to plotedfcnd
• wskewness renamed to skew
• wkurtosis renamed to kurt
• wquantile renamed to percentile

New directories added

• GRAPHUTIL : many useful plot functions
• NUMDIFFTOOLS : tools for automatic numerical differentiation of functions
• POLYUTIL : tools for evaluating polynomials.

New functions:

Spectrum estimation: All translated from Octave (GPL).

• welch_psd
• welch_psd2
• welch_cpsd

Distribution functions:

• poisson,
• cauchy,
• hypergeometric,

Profile log likelihood functions:

• lnkexp - Link for x,F and parameters of Exponential distribution
• lnkgenpar - Link for x,F and parameters of Generalized Pareto distribution
• lnkgev - Link for x,F and parameters of Generalized Extreme value distribution
• lnkgumb - Link for x,F and parameters of Gumbel distribution
• lnkgumbtrnc - Link for x,F and parameters of truncated Gumbel distribution
• lnkray - Link for x,F and parameters of Rayleigh distribution
• lnkweib - Link for x,F and parameters of the Weibull distribution
• logps - Moran's negative log Product Spacings statistic
• ciproflog - Confidence Interval using Profile Log- likelihood or Product Spacing- function.
• proflog - Profile Log- likelihood or Product Spacing-function.
• FINDCIPROFLOG - Find Confidence Interval from proflog function

Statistics functions:

• decluster - Decluster peaks over threshold values
• extremalidx - Extremal Index measuring the dependence of data
• findpot - Find indices to Peaks over threshold values
• prb2retper - Return period from Probability of exceedance.
• retper2prb - Probability of exceedance from return period.

• fitgenparrange - Parameter estimates for GPD model vs thresholds
• disprsnidx - Dispersion Index vs threshold
• reslife - Mean Residual Life, i.e., mean excesses vs thresholds
• plotdisprsnidx - Plot Dispersion Index vs thresholds
• plotreslife - Plot Mean Residual Life (mean excess vs thresholds)

• logit - Logit function.
• logitinv - Inverse logit function.
• regglm - Generalized Linear Model regression
• reglm - Fit multiple Linear Regression Model.
• reglogit - Fit ordinal logistic regression model.
• regnonlm - Non-Linear Model Regression
• regsteplm - Stepwise predictor subset selection for Linear Model regression

• princomp - Compute principal components of X

• ranktrf - Rank transformation of data material.
• spearman - Spearman's rank correlation coefficient.
• var2corr - Variance matrix to correlation matrix conversion.
• lmoment - L-moment based on order statistics.
• pdfdiscrete - Discrete PDF
• pdfempirical - Empirical pdf
• cdfdiscrete - Discrete cdf
• cdfempirical - Empirical cdf
• invdiscrete - Disrete quantile
• invempirical - Empirical quantile.

• plotbox - Plot box-and-whisker diagram
• plotdensity - Plot density.
• plotfitsumry - Plot diagnostic of fit to data

• anovan - multi-way analysis of variance (ANOVA)
• testgumb - Tests if shape parameter in a GEV is equal to zero
• testmean1boot - Bootstrap t-test for the mean equal to 0.
• testmean1n - Test for mean equals 0 using one-sample T-test
• testmean2n - Two-sample t-test for mean(x) equals mean(y)
• testmean1r - Wilcoxon signed rank test for H0: mean(x) equals 0.
• testmean2r - Wilcoxon rank-sum test for H0: mean(x) equals mean(y).

Confidence interval estimation

• ciboot - Bootstrap confidence interval.
• ciquant - Nonparametric confidence interval for quantile
• momci1b - Moment confidence intervals using Bootstrap

Bootstrap & jacknife estimates

• covboot - Bootstrap estimate of the variance of a parameter estimate.
• covjack - Jackknife estimate of the variance of a parameter estimate.
• stdboot - Bootstrap estimate of the parameter standard deviation.
• stdjack - Jackknife estimate of the standard deviation of a parameter

Files distributed under LGPL

The following files of WAFO are distributed under the GNU LESSER GENERAL PUBLIC LICENSE; either version 3 of the License, or (at your option) any later version.

Graphutil

black clevels cltext epcolor fcolorbar figXXXX.m plotfill tallibing tallibing3 vtkwrite wafostamp mayaplot

Kdetools

bincount chi2gof chi2gof2 deriv deriv2 evalpdf fftce gridcount hXXX.m kde.m kde1dgui.m kde2dgui.m kdebin kdedemo1 kdedemo2 kdefun kdeoptset kernelstats mkernel mkernel2 mkernelrnd pdfstat qlevels qlevels2 sample ssample vsph

Misc

betaloge binom.m ccquad comnsize findpeaks.m genchol geth1line getshipchar.m gravity.m hypgf.m iscomnsize ismatlab isoctave levels loaddata mkcontents.m parent.m parseoptions.m simpson.m sinc.m smooth.m wafoversion.m wdensity.m where

Multidim

dat2dspec.m dspec2spreading.m sensortypeid.m sensortype.m specoptset.m testmeasurements

bfsspec.m getcrosspectra.m hwestimate.m imlm.m memfun.m mlm.m normspfn.m

Numdifftols

derivest.m directionaldiff.m gradest hessdiag hessian jacobianest

Onedim

bartlett covplot.m dat2cor dat2cov dat2crossind dat2crossind.m dat2lc.m dat2spec dat2spec2 dat2steep.m dat2tc.m dat2tp.m dat2wa.m detrendma.m ecross.m findcross.m findextrema.m findoutliers findrfc.m hanning hs2sign.m lcplot.m mm2lc.m parzen plotlc reconstruct.m spwaveplot.m waveplot.m vc2sign.m

Polyutil

poly2hstr poly2str polyadd polydiv polyint polyishft polymul polynder polynint polypow polyreloc polyrescl polyshft polysub polytrim

Simtools

cov2csdat.m cov2sdat.m disufq.m disufq.c duffsim.m lc2sdat.m seamovie.m seasim.m spec2linspec.m spec2nlsdat.m spec2sdat.m

Spec

bretschneider.m cov2spec.m covinterp createcov createspec demospec dspec2char getjonswappeakedness.m getjonswapseastate.m jonswap.m k2w lagtype mccormick.m mkbretschneider.m mkdspec mkjonswap.m mkochihubble.m mkspreading.m mktmaspec.m mktorsethaugen.m normpsec ochihubble.m ohspec.m ohspec3.m oscspec.m phi1.m plotspec pmspec.m rotspec scalespec spec2bw spec2char spec2cov spec2cov2 spec2dt spec2mom spec2spec specinterp specnorm specplot specscale spreading tmaspec.m torsethaugen.m ttspec w2k.m wallop.m

Statistics

alias bd0 cdfbeta cdfbin cdfcauchy cdfchi2 cdfexp cdff cdffrech cdfgam cdfgengam cdfgengammod cdfgenpar cdfgev cdfgumb cdfhyge cdfinvnorm cdflognorm cdfmarg2d cdfmargcnd2d cdfmargcnd2dfun cdfnorm cdfpois cdfray cdfraymod cdft cdfweib cdfwei2d cdfweibmod cdr center ciboot ciproflog ciquant cl2cnr clickslct cnr2cl comnsize covboot covjack createfdata decluster demofitgenpar dgammainc edf edfcnd exptresh extremalidx extremalidxrange ffd findciproflog findpot fitbeta fitchi2 fitexp fitgam fitgengam fitgenpar fitgenparml fitgenparrange fitgenparrangepos fitgev fitgumb fitinvnorm fitlognorm fitmarg2d fitmargcnd2d fitmodel fitnorm fitray fitraymod fitt fitweib fitweib2d fitweib3 fitweibmod gammaincln genpartresh getdistname getmodel hill histgrm invbeta invbin invcauchy invchi2 invcmarg2d invcweib2d invexp invf invfrech invgam invgengam invgengammod invgenpar invgev invgumb invhyge invinvnorm invlognorm invnorm invray invraymod invt invweib invweibmod iqrange kurt likgenpar likweib2d lmoment lnkexp lnkgenpar lnkgev lnkgumb lnkgumbtrnc lnkray lnkweib log1pxdx logit logitinv loglike logps margcnd2dsmfun margcnd2dsmfun2 mlest mombeta mombin momci1b momexp momf momfrech momgam momgengam momgenpar momgev momgumb momhyge mominvnorm momlognorm mommarg2d mommargcnd2d momnorm mompois momray momt momweib momweib2d nplot parsestatsinput pdfbeta pdfbin pdfexp pdff pdffrech pdfgam pdfgengam pdfgengammod pdfgev pdfgumb pdfhyge pdfinvnorm pdflognorm pdfmarg2d pdfnorm pdfpois pdfray pdfraymod pdft pdfweib pdfweib2d pdfweibmod percentile plotdensity plotedf plotedfcnd plotexp plotfitsumry plotgumb plotkde plotmarg2dcdf plotmarg2dmom plotmargcnd2dcdf plotmargcnd2dfit plotmargcnd2dmom plotnorm plotqq plotray plotres_skewkurt plotreslife plotresponse plotresprb plotresq plotscatr plotweib plotweib2dcdf plotweib2dmom prb2retper prbmargcnd2d prbweib2d proflog range ranktrf regsteplm res_skewkurt reslife retper2prb rndalpha rndbeta rndbin rndboot rndchi2 rndf rndgam rndgengam rndgengammod rndgenpar rndgev rndgumb rndhyge rndinvnorm rndlognorm rndmarg2d rndmargcnd2d rndnorm rndnormnd rndpois rndray rndraymod rndt rndweib rndweib2d rndweibmod rstrrep ryates skew spearman stdboot stdize stdjack sudg testgumb testmean1boot testmean1n testmean1r testmean2n testmean2r var2corr yates

Wavemodels

b04jpdf.m b04jpdf2.m b04pdf.m b04pdf2.m bmr00pdf.m bmr00pdf2.m braylpdf.m cav76pdf.m jhspdf.m jhspdf2.m jhsnlpdf.m jhsnlpdf2.m jhvnlpdf.m jhvnlpdf2.m jhvpdf.m jhvpdf2.m lh83pdf.m ltwcpdf.m mk87pdf.m mk87pdf2.m ochi98pdf.m ohhpdf.m ohhspdf.m ohhspdf2.m ohhsspdf.m ohhsspdf2.m ohhvpdf.m tay81pdf.m tay90pdf.m thpdf.m thsnlpdf2.m thsnlpdf.m thspdf.m thspdf2.m thsspdf.m thsspdf2.m thvpdf.m thvpdf2.m trraylpdf.m

b04cdf.m b04jcdf.m bmr00cdf.m braylcdf.m jhscdf.m jhsnlcdf.m jhvcdf.m jhvnlcdf.m mk87cdf.m ochi98cdf.m ohhcdf.m ohhscdf.m ohhsscdf.m tay81cdf.m tay90cdf.m thcdf.m thscdf.m thsnlcdf.m thsscdf.m thvcdf.m

mk87rnd.m braylfit.m ochi98fit.m jhwparfun.m jhnlwparfun.m ohhgparfun.m tay81fun.m tay90fun.m thgparfun.m thwparfun.m