psd (version 2.1.0)

spectral_properties: Calculate properties of multitaper power spectral density estimates

Description

Various spectral properties may be computed from the vector of tapers, and if necessary the sampling frequency.

Usage

spectral_properties(x, ...)
# S3 method for spec
spectral_properties(x, ...)
# S3 method for tapers
spectral_properties(x, ...)
# S3 method for default
spectral_properties(x, f.samp = 1, n.freq = NULL, p = 0.95, db.ci = FALSE, ...)

Arguments

x

object to calculate spectral properties for; or a vector of number of tapers

...

additional arguments

f.samp

numeric; the sampling frequency (e.g. Hz) of the series the tapers are for

n.freq

integer; the number of frequencies of the original spectrum (if NULL the length of the tapers object is assumed to be the number)

p

numeric; the coverage probability, bound within \([0,1)\)

db.ci

logical; should the uncertainty confidence intervals be returned as decibels?

Value

A list with the following properties (and names):

• taper: the number of tapers

• stderr.chi .upper, .lower, .median: results returned from spec_confint

• resolution: effective spectral resolution

• dof: degrees of freedom; will be slightly inaccurate for single-taper periodograms

• bw: effective bandwidth of the spectrum

Details

Parameter Details:

Uncertainty

See spec_confint for details.

Resolution

The frequency resolution depends on the number of tapers (\(K\)), and is found from $$\frac{K \cdot f_N}{N_f}$$ where \(f_N\) is the Nyquist frequency and \(N_f\) is the number of frequencies estimated.

Degrees of Freedom

There are two degrees of freedom for each taper \(K\): $$\nu = 2 K$$

Bandwidth

The bandwidth of a multitaper estimate depends on the number of tapers. Following Walden et al (1995) the effective bandwidth is \(\approx 2W\) where $$W = \frac{K + 1}{2 N}$$ and \(N\) is the number of terms in the series, which makes \(N \cdot W\) the approximate time-bandwidth product.

See Also

spec_confint, psd-package

Examples

# NOT RUN {
#REX
library(psd)

##
## Spectral properties from the number of tapers used
## (portions extracted from overview vignette)
##

#
# Theoretical uncertainties from Chi^2 distribution
#
sp <- spectral_properties(as.tapers(1:50), p=0.95, db.ci=TRUE)
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")
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)

#
# An example using the Project MAGNET dataset
#
data(magnet)
tapinit <- 15 # tapers
dt <- 1 # 1/km

# remove mean/trend (not really necessary but good practice; also, done internally)
ats <- prewhiten(ts(magnet$clean, deltat=dt), plot=FALSE)$prew_lm

# normal and adaptive multitaper spectra
Pspec <- psdcore(ats, dt, tapinit)
Aspec <- pspectrum(ats, dt, tapinit, niter=3, plot=FALSE)

# calculate spectral properties
spp <- spectral_properties(Pspec$taper, db.ci=TRUE)
spa <- spectral_properties(Aspec$taper, db.ci=TRUE)

# function to create polygon data, and create them
pspp <- create_poly(Pspec$freq, dB(Pspec$spec), spp$stderr.chi.approx)
psppu <- create_poly(Pspec$freq, dB(Pspec$spec), spp$stderr.chi.upper)
pspa <- create_poly(Aspec$freq, dB(Aspec$spec), spa$stderr.chi.approx)
pspau <- create_poly(Aspec$freq, dB(Aspec$spec), spa$stderr.chi.upper)

##
## Project MAGNET uncertainties
##
plot(c(0,0.5),c(-8,35),col="white",
       main="Project MAGNET Spectral Uncertainty (p > 0.95)",
       ylab="", xlab="spatial frequency, 1/km", yaxt="n", frame.plot=FALSE)
lines(c(2,1,1,2)*0.01,c(5,5,8.01,8.01)-8)
text(.05, -1.4, "3.01 dB")
polygon(psppu$xx, (psppu$yy), col="light grey", border="black", lwd=0.5)
polygon(pspp$xx, (pspp$yy), col="dark grey", border=NA)
text(0.15, 6, "With adaptive\ntaper refinement", cex=1.2)
polygon(pspau$xx, (pspau$yy)-10, col="light grey", border="black", lwd=0.5)
polygon(pspa$xx, (pspa$yy)-10, col="dark grey", border=NA)
text(0.35, 22, "Uniform tapering", cex=1.2)

##
## Project MAGNET resolution
##
frq <- Aspec$freq
relp <- dB(1/spa$resolution)
par(las=1)
plot(frq, relp,
     col="light grey",
     ylim=dB(c(1,5)),
     type="h", xaxs="i", yaxs="i",
     ylab="dB", xlab="frequency, 1/km",
     main="Project MAGNET Spectral Resolution and Uncertainty")
lines(frq, relp)
lines(frq, spp$stderr.chi.upper+relp, lwd=1.5, lty=3)
lines(frq, spa$stderr.chi.upper+relp, lwd=3, lty=2)
abline(h=dB(sqrt(vardiff(Aspec$spec))), lwd=1.5, lty=2, col="red")

##
# }
# NOT RUN {
#REX
# }