spec_confint: Confidence intervals for multitaper power spectral density...

In williamdeleo/psd: Adaptive, Sine-Multitaper Power Spectral Density Estimation

Description

Confidence intervals for multitaper power spectral density estimates

Usage

spec_confint(x, ...)

## S3 method for class 'spec'
spec_confint(x, ...)

## S3 method for class 'tapers'
spec_confint(x, ...)

## Default S3 method:
spec_confint(x, ...)

.spec_confint(dof, p = 0.95, as.db = FALSE, ...)

Arguments

x	object to calculate spectral properties
...	additional arguments
dof	numeric; the degrees of freedom ν
p	numeric; the coverage probability p, bound within [0,1)
as.db	logical; should the values be returned as decibels?

Details

The errors are estimated from the number of degrees of freedom ν by evaluating the χ_{p,ν}^{2}(ν,ν) distribution for an optional coverage probability p (defaulting to p=0.95). Additionally, the p=0.5 values and an approximation from 1/√{ν - 1} are returned.

A more sophisticated (and complicated) approach would be to estimate via jack-knifing (Prieto et al 2007), but this is not yet made available.

Additive uncertainties δ S are returned, such that the spectrum with confidence interval is S \pm δ S.

Value

A data.frame with the following properties (and names):

• lower: Based on upper tail probabilities (p)

• upper: Based on lower tail probabilities (1-p)

• median: Based on lower tail probabilities (p=0.5)

• approx: Approximation based on 1/√(ν - 1).

Author(s)

A.J. Barbour; some code modified from the spec.ci function inside stats::plot.spec

See Also

spectral_properties, psd-package, stats::plot.spec, dB

Examples

## Not run: #REX
library(psd)

##
## Confidence intervals from taper numbers
##

sp <- spectral_properties(as.tapers(1:50), p=0.95, db.ci=TRUE)

# standard errors as a function of tapers
par(las=1)
plot(stderr.chi.upper ~ taper, sp, type="s",
       ylim=c(-10,20), yaxs="i", xaxs="i",
       xlab=expression("number of tapers ("* nu/2 *")"), ylab="dB",
       main="Spectral uncertainties")
mtext("(additive factor)", line=.3)
lines(stderr.chi.lower ~ taper, sp, type="s")
lines(stderr.chi.median ~ taper, sp, type="s", lwd=2)
lines(stderr.chi.approx ~ taper, sp, type="s", col="red",lwd=2)
# indicate K needed to reach 3 dB wide confidence interval (p=.95)
abline(v=33, lty=3)
legend("topright",
        c(expression("Based on "* chi^2 *"(p,"*nu*") and (1-p,"*nu*")"),
          expression(""* chi^2 *"(p=0.5,"*nu*")"),
          "approximation"),
       lwd=c(1,3,3),
       col=c("black","black","red"),
       bg="grey98")


## End(Not run)#REX

williamdeleo/psd documentation built on May 29, 2019, 11:58 a.m.