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) > > > ______________________________________________ > [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 > ______________________________________________ [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
