R help - Sep 2005 - significance of spectal peak with spectrum()

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

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 <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.

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 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)

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.


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)
-- 
------------------------------------------------
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.

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)
> 
> 
> ______________________________________________
> 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
>