NAME
trend2d - Fit a [weighted] [robust] polynomial model for z = f(x,y) to
xyz[w] data.
SYNOPSIS
trend2d -F<xyzmrw> -Nn_model[r] [ xyz[w]file ] [ -Ccondition_# ] [
-H[nrec] ][ -I[confidence_level] ] [ -V ] [ -W ] [ -: ] [ -bi[s][n] ] [
-bo[s] ]
DESCRIPTION
trend2d reads x,y,z [and w] values from the first three [four] columns
on standard input [or xyz[w]file] and fits a regression model z =
f(x,y) + e by [weighted] least squares. The fit may be made robust by
iterative reweighting of the data. The user may also search for the
number of terms in f(x,y) which significantly reduce the variance in
z. n_model may be in [1,10] to fit a model of the following form
(similar to grdtrend):
m1 + m2*x + m3*y + m4*x*y + m5*x*x + m6*y*y + m7*x*x*x + m8*x*x*y +
m9*x*y*y + m10*y*y*y.
The user must specify -Nn_model, the number of model parameters to
use; thus, -N4 fits a bilinear trend, -N6 a quadratic surface, and so
on. Optionally, append r to perform a robust fit. In this case, the
program will iteratively reweight the data based on a robust scale
estimate, in order to converge to a solution insensitive to outliers.
This may be handy when separating a "regional" field from a "residual"
which should have non-zero mean, such as a local mountain on a
regional surface.
-F Specify up to six letters from the set {x y z m r w} in any order
to create columns of ASCII [or binary] output. x = x, y = y, z =
z, m = model f(x,y), r = residual z - m, w = weight used in
fitting.
-N Specify the number of terms in the model, n_model, and append r
to do a robust fit. E.g., a robust bilinear model is -N4r.
OPTIONS
xyz[w]file
ASCII [or binary, see -b] file containing x,y,z [w] values in the
first 3 [4] columns. If no file is specified, trend2d will read
from standard input.
-C Set the maximum allowed condition number for the matrix solution.
trend2d fits a damped least squares model, retaining only that
part of the eigenvalue spectrum such that the ratio of the
largest eigenvalue to the smallest eigenvalue is condition_#.
[Default: condition_# = 1.0e06. ].
-H Input file(s) has Header record(s). Number of header records can
be changed by editing your .gmtdefaults file. If used, GMT
default is 1 header record.
-I Iteratively increase the number of model parameters, starting at
one, until n_model is reached or the reduction in variance of the
model is not significant at the confidence_level level. You may
set -I only, without an attached number; in this case the fit
will be iterative with a default confidence level of 0.51. Or
choose your own level between 0 and 1. See remarks section.
-V Selects verbose mode, which will send progress reports to stderr
[Default runs "silently"].
-W Weights are supplied in input column 4. Do a weighted least
squares fit [or start with these weights when doing the iterative
robust fit]. [Default reads only the first 3 columns.]
-: Toggles between (longitude,latitude) and (latitude,longitude)
input/output. [Default is (longitude,latitude)].
-bi Selects binary input. Append s for single precision [Default is
double]. Append n for the number of columns in the binary
file(s). [Default is 3 (or 4 if -W is set) input columns].
-bo Selects binary output. Append s for single precision [Default is
double].
REMARKS
The domain of x and y will be shifted and scaled to [-1, 1] and the
basis functions are built from Chebyshev polynomials. These have a
numerical advantage in the form of the matrix which must be inverted
and allow more accurate solutions. In many applications of trend2d
the user has data located approximately along a line in the x,y plane
which makes an angle with the x axis (such as data collected along a
road or ship track). In this case the accuracy could be improved by a
rotation of the x,y axes. trend2d does not search for such a
rotation; instead, it may find that the matrix problem has deficient
rank. However, the solution is computed using the generalized inverse
and should still work out OK. The user should check the results
graphically if trend2d shows deficient rank. NOTE: The model
parameters listed with -V are Chebyshev coefficients; they are not
numerically equivalent to the m#s in the equation described above.
The description above is to allow the user to match -N with the order
of the polynomial surface.
The -Nn_modelr (robust) and -I (iterative) options evaluate the
significance of the improvement in model misfit Chi-Squared by an F
test. The default confidence limit is set at 0.51; it can be changed
with the -I option. The user may be surprised to find that in most
cases the reduction in variance achieved by increasing the number of
terms in a model is not significant at a very high degree of
confidence. For example, with 120 degrees of freedom, Chi-Squared
must decrease by 26% or more to be significant at the 95% confidence
level. If you want to keep iterating as long as Chi-Squared is
decreasing, set confidence_level to zero.
A low confidence limit (such as the default value of 0.51) is needed
to make the robust method work. This method iteratively reweights the
data to reduce the influence of outliers. The weight is based on the
Median Absolute Deviation and a formula from Huber [1964], and is 95%
efficient when the model residuals have an outlier-free normal
distribution. This means that the influence of outliers is reduced
only slightly at each iteration; consequently the reduction in Chi-
Squared is not very significant. If the procedure needs a few
iterations to successfully attenuate their effect, the significance
level of the F test must be kept low.
EXAMPLES
To remove a planar trend from data.xyz by ordinary least squares, try:
trend2d data.xyz -Fxyr -N2 > detrended_data.xyz
To make the above planar trend robust with respect to outliers, try:
trend2d data.xzy -Fxyr -N2r > detrended_data.xyz
To find out how many terms (up to 10) in a robust interpolant are
significant in fitting data.xyz, try:
trend2d data.xyz -N10r -I -V
SEE ALSO
gmt, grdtrend, trend1d
REFERENCES
Huber, P. J., 1964, Robust estimation of a location parameter, Ann.
Math. Stat., 35, 73-101.
Menke, W., 1989, Geophysical Data Analysis: Discrete Inverse Theory,
Revised Edition, Academic Press, San Diego.
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