[R] cpgram: confidence band with a chirp signal

laurentRhelp |@urentrhe|p @end|ng |rom |ree@|r
Tue Apr 9 19:48:51 CEST 2024


Dear RHelp-list,

    I generate a swept sine signal using the signal library. I can see 
using the spec.pgram command that the spectrum of this signal is white. 
But when I am calculating the cumulative periodogram using the command 
cpgram the process doesn't stay inside the confidence band (cf. code 
below). I missed something.

May you please explain to me why the process don not stay inside the 
confidence band ?

Thank you

Laurent


library(signal)

t1 <- 2
f0 <- 0
f1 <- 15000
Fs <- 44100
Ts <- 1/Fs
t <- seq(0,t1-Ts,by=Ts)
y <- signal::chirp(t=t,f0=f0,t1=t1,f1=f1
                    ,form="linear")
y.ts <- ts(y,frequency=Fs,start=0)
par( mfrow=c(1,2))
spec.pgram(y.ts)
cpgram(y.ts)



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