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. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra -- No virus found in this outgoing message. Checked by AVG Anti-Virus. ______________________________________________ [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
