MCONF is the jSpectral module of jLab.

 MCONF  Confidence intervals for the multitaper spectral estimate.
    [RA,RB]=MCONF(K,GAMMA) returns the level GAMMA confidence interval 
    for the direct multitaper power spectral estimate of an average over K
    eigenspectra.  RA and RB lower and upper ratios to the true value.
    More specifically, if S0 is the true value of the spectrum, and if S is
    the spectral estimate, then RA and RB satisfy
          Probability that RA < S/S0 < RB = GAMMA
    with RA and RB defined to be symmetrically placed around 1. 
    For example, GAMMA=0.95 computes the 95% confidence interval.
    For the default settings of the multitaper spectrum implemented by
    MSPEC, K is equal to 2P-1 where P is the time-bandwidth product.
    The estimated confidence intervals can then be plotted as 
          plot(f,S),hold on,plot(f,S*ra),plot(f,S*rb)
    where S is the spectral estimated computed by MSPEC, while is the 
    Fourier frequencies. 
    MCONF relies upon the fact that S/S0 is approximately distributed
    as 1/(2K) times a chi-squared distribution with 2K degrees of freedom.
    Logarithmic confidence intervals  
    When plotting the logarithm of the spectrum, one should use a different
    set of confidence intervals.
    MCONF(K,GAMMA,'log10') returns the confidence intervals for the base-10
    logarithm of the multitaper spectral estimate.  In this case, RA and RB
    are defined such that
          Probability that RA < LOG10(S)/LOG10(S0) < RB = GAMMA
    and the confidence intervals can be plotted using either
          plot(f,S),hold on,plot(f,10.^ra*S),plot(f,10.^rb*S)
    or else 
          plot(f,log10(S)),hold on,plot(f,ra+log10(S)),plot(f,rb+log10(S)).
    MCONF(K,GAMMA,'natural') similarly returns the confidence intervals for
    the natural logarithm of the multitaper spectral estimate.
    See also MSPEC, CHISQUARED. 
    'mconf --t' runs a test.
    'mconf --f' generates a sample figure.
    Usage: [ra,rb]=mconf(K,gamma);
    This is part of JLAB --- type 'help jlab' for more information
    (C) 2020 J.M. Lilly --- type 'help jlab_license' for details

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