9 messages · Uwe Ligges, Dieter Menne, Sebastian Leuzinger +3 more
Hello, has anybody got a simple recepie to test the significance level of the peaks after using spectrum() ? (R-version 2.0.1, linux SuSE9.3)
------------------------------------------------ Sebastian Leuzinger Institute of Botany, University of Basel Sch??nbeinstr. 6 CH-4056 Basel ph 0041 (0) 61 2673511 fax 0041 (0) 61 2673504 email Sebastian.Leuzinger at unibas.ch web http://pages.unibas.ch/botschoen/leuzinger
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)
Sebastian Leuzinger <Sebastian.Leuzinger <at> unibas.ch> writes:
Hello, has anybody got a simple recepie to test the significance level of the peaks after using spectrum() ?
Having worked in circadian rhythmic consultancy for a few years, I know how popular this question is and how difficult it is to tell people that there is no simple answer. It may be possible to find simple answers for astrophysical signals, where almost all background is white noise and long signals are available, but in biology the null-hypothesis is so badly defined that checking the pre-conditions is the most important part of the job. See also http://finzi.psych.upenn.edu/R/Rhelp02a/archive/33423.html. This said, you may try package GeneTS where you can find some methods. Dieter
the null hypothesis would be: one particular frequency peak is not significantly different from the background noise.
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)
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)
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.
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)
------------------------------------------------ Sebastian Leuzinger Institute of Botany, University of Basel Sch??nbeinstr. 6 CH-4056 Basel ph 0041 (0) 61 2673511 fax 0041 (0) 61 2673504 email Sebastian.Leuzinger at unibas.ch web http://pages.unibas.ch/botschoen/leuzinger
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.
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)
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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)
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Can't find the mentioned database in the URL given by Paul Murrell in Rnews. Could anybody send it to me. Thanks in advance, Antonio Rodr??guez