[R] significance of spectal peak with spectrum()
ligges at statistik.uni-dortmund.de
Fri Sep 16 10:36:18 CEST 2005
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
If you have another kind of noise (such as blue or pink noise), things
become even worse.
> 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?
>>>(R-version 2.0.1, linux SuSE9.3)
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