[R] significance of spectal peak with spectrum()

[Sebastian Leuzinger]

thanks a lot. I am interested in the more complex case where the interest is 
about a specific frequency being significant, not "at least one frequency 
being significantly different from the backgrond white noise".

I have discussed this issue with very knowledgable people in the field who 
could not help me either. I would be interested in any references as well.


On Friday 16 September 2005 10:36, you wrote:
> Sebastian Leuzinger wrote:
> > the null hypothesis would be: one particular frequency peak is not
> > significantly different from the background noise.
>
> So you want to know, e.g., whether there is something going on at 1000
> Hz? This is difficult: If you are considering the periodogram to be a
> density, then you do not know the distribution of the value of a single
> frequency, because it depends on the stuff going on at other frequencies.
>
> Second point is (and already asked): "Kind of [background] noise"?
>
> The only really easy test is for the Null "signal is white noise", hence
> H1 is "at least one non-white-noisy frequency".
>
> [If somebody knows a really good book or papers that cover other cases
> than the trivial one mentioned above, I am very interested to hear about
> them, BTW.]
>
> If you have another kind of noise (such as blue or pink noise), things
> become even worse.
>
> Uwe Ligges
>
> > On Friday 16 September 2005 09:28, you wrote:
> >>Sebastian Leuzinger wrote:
> >>>Hello, has anybody got a simple recepie to test the significance level
> >>> of the peaks after using spectrum() ?
> >>
> >>What is you null hypothesis?
> >>
> >>- Kind of noise?
> >>- One particular frequency is noisy or all noisy?
> >>- ...
> >>
> >>Uwe Ligges
> >>
> >>>(R-version 2.0.1, linux SuSE9.3)

-- 
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Sebastian Leuzinger
Institute of Botany, University of Basel
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