Quiet blogging lately for a variety of reasons. In today’s post, I’m going to spend some time parsing RegEM (Truncated Total Least Squares) methodology, in itself hardly a standard technique, but particularly quirky in the Mann et al 2008 implementation. In the analysis leading up to O’Donnell et al 2010, we ported the Tapio Schneider […]
Science published today yet-another-Mann-et-al-reconstruction: Michael E. Mann, Zhihua Zhang, Scott Rutherford, Raymond S. Bradley, Malcolm K. Hughes, Drew Shindell, Caspar Ammann, Greg Faluvegi, and Fenbiao N: Global Signatures and Dynamical Origins of the Little Ice Age and Medieval Climate Anomaly, Science 326 (5957), 1256. [DOI: 10.1126/science.1177303]. Seems to me that Mann has re-discovered the Medieval […]
Many CA readers know a lot about regression and quite a bit about principal components, but I dare say that a much fewer number are familiar with Truncated Total Least Squares (to which the regpar parameter belongs.) We’re seeing interesting interactions between PC=k and regpar=r – and there is little, if anything, in regular statistical […]
Ryan O has observed a remarkable property of the Mannian algorithm used in Steig et al’s Antarctic temperature reconstruction described in a lengthy post at Jeff Id’s here and cross-posted at Anthony’s. Source code here (the source code style BTW evidencing engineering tidiness from which we should all take heed). I’m reporting here on one […]
Beckers and Rixen 2003 url is an interesting read in two respects: 1) they present a non-RegEM infilling approach. The method appears to be exactly the same as one that I (independently) implemented and illustrated about a month ago – what I termed “truncated PC”. This was actually the very first thing that I did […]
There has been a good deal of discussion regarding the correlation between temperatures at various locations throughout Antarctica. Several people have looked at the relationship between correlation and distance by creating graphs linking the two. IMO, one of the difficulties in interpreting these is that they are affected by a variety of factors, including the […]
Let’s continue Mann 2008 – Replication with EIV. To run regreclow.m and regrechigh.m you’ll need files climate, eofnumb, and proxyN, where N runs from 1 to 19. I’ve run prepinputforrecon.m with required folder structure (C:\holocene\s1\zuz10\work1\temann\ etc.) in my computer. After that I did run regrechigh.m in folder C:\holocene\s1\zuz10\work1\temann\zzrecon1209\nhnhscrihad\highf and regreclow.m in folder C:\holocene\s1\zuz10\work1\temann\zzrecon1209\nhnhscrihad\lowf The regem […]
I’ve now ported my emulation of Schneider’s RegEM PTTLS to R and benchmarked it against Jeff’s Matlab as shown below. I caution readers that this is just an algorithm. There are other ways of doing regressions and infills. The apparent convergence to three PCs noted by Roman is still pending as a highly interesting phenomenon. […]
I’ve transliterated relevant Tapio Schneider code into R (pttls.m) and parts of regem.m that seem relevant at present. Jeff Id has extracted a variety of intermediates from his Matlab run and I’ve fully reconciled through two steps with remaining differences appearing to be probably due to transmission rounding. My dXmis statistic at step one was […]
Standardization in Mannian algorithms is always a bit of an adventure. The bias towards bristlecones and HS-shaped series from the impact of Mann’s short segment standardization on his tree ring PCs has been widely publicized. Smerdon’s demonstration of defects in Rutherford et al 2005, Mann et al 2005 and Mann et al 2007 all relate […]