[R] significance of spectal peak with spectrum()

[Kjetil Brinchmann Halvorsen]

Sebastian Leuzinger wrote:

>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.
>
>
>  
>

http://bayes.wustl.edu/

where you can download Bretthorst's book "Bayesian Spectrum Analysis and 
Parameter
Estimation"

Kjetil


>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)
>>>>>          
>>>>>
>
>  
>


-- 

Kjetil Halvorsen.

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               --  Mahdi Elmandjra




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