UPPERLIM

Purpose

This function computes an upper limit for the strength of a signal
embedded in a sequence of noisy measurements.

Inputs

signal: The SUM of n independent measurements.
noise: The per-measurement noise standard deviation. Currently, the
noise is assumed to be normally distributed.
n: The number of measurements that went into the sum
mu: The per-measurement background level.

Keyword Parameters

confidence: The posterior probability that the true flux is less
than the reported upper limit. The default is .998650
(3-sigma, one tailed).
plot: If set, plot the posterior distribution and upper limit.

Outputs

An upper limit for any INTEGRATED source flux (that is, summed up
over all measurements) embedded in the signal.

Procedure

Signal is assumed to be the sum of n independent measurements from
a process given by y = mu + source_flux + eps, where eps is
gaussian noise with mean zero and variance sigma. The procedure
employs a Bayesian approach to find an upper limit for source_flux
* n. A prior enforces that source_flux >= 0. The program returns
the value f_crit = source_flux_crit * n such that the posterior
probability that f_true < f_crit is equal to confidence

Todo

Add in Poisson (and other) noise models

Modification History

Sep 2009: Written by Chris Beaumont
Sep 14 2009: Added input parameter checking. cnb.