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Multivariate data analysis: Iterative Universal Kriging
Here are posted the codes implementing Iterative Universal Kriging
(IUK) as described by Sherwood (2000)
(for homogeneous data) and Sherwood
(2007) (for inhomogeneous data). It is designed for superior
estimation of means, trends, or other signals in data from a set of
fixed stations with incomplete sampling---including station sets with
heterogeneous periods of operation and reporting rates. See the
aforementioned articles for a detailed discussion of the statistical
approach and performance characteristics. This method has been
applied to the radiosonde network by Sherwood (1999) and Sherwood et al. (2007).
The current version (2.21, 05/2007) of the method is equipped to
quantify level shifts associated with artificial change-points. The
times of these change points must be supplied by the user. If change
point times are not known a priori, the user must detect them
from the data using some method such as those tested by Sherwood
(2007). Output from the first model fit can be useful for an improved
detection, as shown in that study; the resulting change point times
can then be supplied for a second, more accurate run of the
analysis.
The software (a 1.5 MB tar file) is currently available only as IDL
source code. V2.21 fixes a minor bug which was present in V2.2.
Download IUK version 2.21
It comes ready-to-run with a sample data set. Limited documentation
is provided as a README and as comments in the top-level scripts.