powerspec: Report slope of periodogram in log scale

In hallucigenia-sparsa/seqtime: Time Series Analysis of Sequencing Data

Report slope of periodogram in log scale

Description

The periodogram plots frequencies (f) versus their power (spectrum). In case their relationship is well described by a line in log scale, its slope can be used to determine the noise type of a time series. If the slope is around -1, the time series displays 1/f (pink) noise. If it is around -2, the time series displays 1/f^2 (brown) noise. If the slope is even steeper, the time series displays black noise.

Usage

powerspec(v, plot = FALSE, detrend = TRUE, smooth = FALSE,
  df = max(2, log10(length(v))), groups = c(), header = "",
  col = "blue")

Arguments

v	time series vector
plot	plot the periodogram with the power law in log-scale
detrend	remove a linear trend prior to the computation of the periodogram
smooth	fit a cubic spline with smooth.spline and report the slope as the minimum of the derivative; in this case, the goodness of fit of a line to the frequency versus spectral density power law is not reported
df	smooth.spline parameter (degrees of freedom)
groups	vector of group assignments with the same length as v, if non-empty computes frequencies and spectral densities for each group separately and computes noise type on pooled frequencies and spectral densities
header	header string
col	color used in periodogram if plot is true

Details

The function uses stats::spectrum to compute the periodogram. It also reports the significance and goodness of fit of the power law.

Value

return the slope, p-value, adjusted R2, log frequencies and log spectra

Examples

brownNoise=cumsum(rnorm(500,mean=10))
out.spec=powerspec(brownNoise, header="brown noise", plot=TRUE)

hallucigenia-sparsa/seqtime documentation built on Jan. 9, 2023, 11:53 p.m.