[R] significance of spectal peak with spectrum()

[Suresh Krishna]

I am very much a naive and interested beginner, so I am not at all sure 
if you will find this reference

http://snipurl.com/hq2j

interesting....

S.

Uwe Ligges 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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