Search found 3 matches

by rod1
Mon Oct 24, 2011 5:05 pm
Forum: Other Time Series Analysis
Topic: Bootstrapping confidence bands for spectrum
Replies: 7
Views: 10101

Re: Bootstrapping confidence bands for spectrum

Hello. Thanks for your reply. Sorry, I meant to say that I need to plot the smoothed spectrum and its confidence bands with fractions of pi on the horizontal axis, as the procedure @spectrum does. I tried to add the boostrapping part of @bootspectrum to @spectrum, and adding some changes: - plotting...
by rod1
Fri Oct 21, 2011 5:59 pm
Forum: Other Time Series Analysis
Topic: Bootstrapping confidence bands for spectrum
Replies: 7
Views: 10101

Re: Bootstrapping confidence bands for spectrum

Hello, Tom. Thanks for the code. I have used it subtituting for my data, and it works. What i didn't realize was that it computes the confidence bands and plots them in the time domain, and what I basically need is boostrapped confidence bands for the spectrum computed in the procedure @spectrum. I ...
by rod1
Tue Sep 13, 2011 2:36 pm
Forum: Other Time Series Analysis
Topic: Bootstrapping confidence bands for spectrum
Replies: 7
Views: 10101

Bootstrapping confidence bands for spectrum

Hello. I would like to estimate confidence bands for spectrum estimates. I have seen the discussion in a previous post on this section, but it relies on a Chi-sq assumption. Since I am somewhat short of time, I was wondering if there are routines or code readily available to obtain confidence bands ...