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) ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
