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/* run in GRID, not ARC
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/* &run .aml ingrid sd prob bbox
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/* sd 0.0001 prob 0.05 
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&args ingrid sd prob bbox:rest
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/* 9a - limit to 4 steps, see if that has any significant deterioration of smoothing performance. Should fix
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/* the problem with islands and headlands - turns out also need to remove water except
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/* for one cell adjacent to land, and give that a higher uncertainty. See cluster_multiscalesmooth9a_clean_216
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/* Version 9:
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/* Focus on implementing identical algorithm to directsmooth2 using multiscale method i.e. aggregating by factor of 3 
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/* from already aggregated data, rather than from original resolution each time.
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/* Version 8:
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/* WARNING: have not yet checked that the additional weighting of the gaussian smoothing is not messing with
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/* the calculations of variance etc.
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/* Replaced simple 3x3 aggregation with gaussian smoothing
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/* Kernel is chosen to give appropriate level of smoothing and produce a fairly accurate approximation of the smoothed
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/* surface by interpolation of the coarser scale smoothed values
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/* Details in gaussian.xls on john's laptop
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/* Version 7:
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/* Further reworking of how the final values are selected - a mean is a candidate if its associated variance
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/* is less than the mean sample uncertainty, and the mean with the lowest variance among the candidates is the chosen one.
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/* Implement that in the nested sense by taking the lowest group variance divided by the chi^2 value, and its associated mean variance,
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/* and if that is lower than the data point variance the 
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/* approximate critical value of chi^2/N with N degrees of freedom at 5% level as 1 + 2.45/sqrt(N) + 0.55/N
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/* for 1% level use 1 + 3.4/sqrt(N) + 2.4/N
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/* Version 6:
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/* Done from scratch after careful working through of theory.
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/* ingrid is the (potentially sparse) grid of data to be smoothed and
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/* interpolated, which can be of different extent to the output
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/* (resolution is assumed to be the same, could adapt this to relax that)
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/*
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/* var can be a constant or a grid
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/*
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/* bbox can be either a grid name or the 'xmin ymin xmax ymax' parameters
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/* for setwindow
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&type NB - using standard deviation as noise specification now, not variance!
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/* set up chisq parameters
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&sv chisqa = [calc 2.807 - 0.6422 * [log10 %prob% ] - 3.410 * %prob% ** 0.3411 ]
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&sv chisqb = [calc -5.871 - 3.675 * [log10 %prob% ] + 4.690 * %prob% ** 0.3377 ]
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&type chisq parameters %chisqa% %chisqb%
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setcell %ingrid%
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/* work out maximum of ingrid and bbox extents
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setwindow [unquote %bbox%] %ingrid%
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bboxgrid = 1
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setwindow maxof
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workgrid = %ingrid% + bboxgrid
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setwindow workgrid
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kill workgrid
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/* naming:
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/*  h - the value being smoothed/interpolated
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/*  vg - total variance of group of data, or of individual measurement
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/*  v_bg - variance between groups
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/*  v_wg - variance within groups
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/*  wa - weighting for aggregation, based on total variance
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/*  vm - variance of the calculated mean
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/*  mv - mean of finer scale variances
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/*  n - effective number of measurements
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/* NB - only calculating sample variances here, not variances of estimated means.
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/* Also note that v0_bg is an uncertainty, not a sample variance
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/* and v1_bg is total variances, but both are labelled as "between-group" to simplify the smoothing
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h0 = %ingrid%
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v0 = con(^ isnull(h0), sqr(%sd%))
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vg0 = v0
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w0 = con(isnull(v0), 0, 1.0 / v0)
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wsq0 = sqr(w0)
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n0 = con(^ isnull(h0), 1, 0)
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&describe v0
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&sv bigvar %grd$zmax%
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setcell minof
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/* aggregate to broader scales
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&sv i 1
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&sv done .false.
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&describe h0
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&do &until %done%
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  &sv j [calc %i% - 1]
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  &type Aggregate from %j% to %i%
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  &describe h%j%
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  &sv cell3 [calc %grd$dx% * 3]
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  &describe h0
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  &sv nx0 [round [calc %grd$xmin% / %cell3% - 0.5]]
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  &sv ny0 [round [calc %grd$ymin% / %cell3% - 0.5]]
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  &sv nx1 [round [calc %grd$xmax% / %cell3% + 0.5]]
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  &sv ny1 [round [calc %grd$ymax% / %cell3% + 0.5]]
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  &sv x0 [calc ( %nx0% - 0.5 ) * %cell3%]
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  &sv y0 [calc ( %ny0% - 0.5 ) * %cell3%]
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  &sv x1 [calc ( %nx1% + 0.5 ) * %cell3%]
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  &sv y1 [calc ( %ny1% + 0.5 ) * %cell3%]
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  setwindow %x0% %y0% %x1% %y1%
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  w%i% = aggregate(w%j%, 3, sum)
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  wsq%i% = aggregate(wsq%j%, 3, sum)
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  n%i% = aggregate(n%j%, 3, sum)
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  neff%i% = w%i% * w%i% / wsq%i%
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  h%i% = aggregate(w%j% * h%j%, 3, sum) / w%i%
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  vbg%i% = aggregate(w%j% * sqr(h%j% - h%i%), 3, sum) / w%i%
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  &if %i% eq 1 &then vwg%i% = n%i% - n%i% /* zero, but with window and cell size set for us
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  &else vwg%i% = aggregate(w%j% * vg%j%, 3, sum) / w%i%
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  vg%i% = vbg%i% + vwg%i%
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  vm%i% = 1.0 / w%i%
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  mv%i% = n%i% / w%i%
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  chisq%i% = 1 + %chisqa% / sqrt(neff%i% - 1) + %chisqb% / (neff%i% - 1)
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  v%i% = con(vg%i% / chisq%i% < mv%i%, vm%i%, vg%i%)
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  /* remove everything except h%i% and v%i%
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  kill w%j%
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  kill wsq%j%
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  kill n%j%
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  kill neff%i%
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  kill vbg%i%
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  kill vwg%i%
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  kill vg%j%
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  kill vm%i%
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  kill mv%i%
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  kill chisq%i%
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  &sv done %i% eq 4
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  &sv i [calc %i% + 1]
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&end
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&sv maxstep [calc %i% - 1]
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&sv bigvar [calc %bigvar% * 10]
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kill w%maxstep%
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kill wsq%maxstep%
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kill n%maxstep%
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kill vg%maxstep%
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/* smooth, refine and combine each layer in turn
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copy h%maxstep% hs%maxstep%
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copy v%maxstep% vs%maxstep%
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kill h%maxstep%
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kill v%maxstep%
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setcell hs%maxstep%
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setwindow hs%maxstep%
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&do j := %maxstep% &to 1 &by -1
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  &sv i [calc %j% - 1]
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  &type Refine from %j% to %i%
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  /* for the first stage where the coarser grid is refined and smoothed, set window to the coarse grid
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  setcell h%i%
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  setwindow maxof
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  /* create smoothed higher resolution versions of h and v_bg, hopefully with no nulls!
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  hs%j%_%i% = focalmean(hs%j%, circle, 2)
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  vs%j%_%i% = focalmean(vs%j%, circle, 2)
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  setcell h%i%
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  &describe h%i%
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  &sv cellsize %grd$dx%
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  &describe bboxgrid
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  setwindow [calc %grd$xmin% - 4 * %cellsize%] [calc %grd$ymin% - 4 * %cellsize%] [calc %grd$xmax% + 4 * %cellsize%] [calc %grd$ymax% + 4 * %cellsize%] h%i%
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  /* create no-null version of finer h and v
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  h%i%_c = con(isnull(h%i%), 0, h%i%)
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  v%i%_c = con(isnull(v%i%), %bigvar%, v%i%)
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  /* combine two values using least variance
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  hs%i% = (h%i%_c / v%i%_c + hs%j%_%i% / vs%j%_%i% ) / (1.0 / v%i%_c + 1.0 / vs%j%_%i%)
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  vs%i% = 1 / (1.0 / v%i%_c + 1.0 / vs%j%_%i%)
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  kill v%i%_c  
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  kill h%i%_c
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  kill v%i%
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  kill h%i%
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  kill vs%j%_%i%
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  kill hs%j%_%i%
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  kill hs%j%
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  kill vs%j%
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&end
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/* result is hs0, with variance vs0
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kill bboxgrid
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