LTPDA Toolbox™

Method ao/validateSpectrumMod

  validateSpectrumMod statistically validate a model for a psd.
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  DESCRIPTION: validateSpectrumMod provide a statistical validation of a
  model for the expected value of a spectrum. The test is based on
  Kolmogorov-Smirnov test and a graphical version of the test is provided
  in the form of a cdf plot.
  For the Kolmogorov-Smirnov test null hypothesis is that the data are a
  realization of a random variable that is distributed according to the
  given probability distribution (Gamma).
 
  CALL:         [ksout,fig1h,fig2h] = validateSpectrumMod(data,model,pl)
 
  INPUTS:      data  - a psd.
               model - the model for the expected value of the psd. It can
               be an AO or a mfh model.
               pl - parameter list
 
  OUTPUTS:
                ksout - Kolmogorov-Smirnov test result.
                        It is cdata AO containing the results of the test: 
                          true  if the null hypothesis is rejected
                          at the given significance level.
                          false if the null hypothesis is not rejected
                          at the given significance level.
                fig1h - cdfplot figure handle.
                fig2h - histogram figure handle.
 
 
  Note: Gamma function assumption for the spectrum is strictly true only with
      Gaussian distributed noise (time series). In case the noise in time
      domain is non-Gaussian the Gamma is an approximation based on the
      norilizing properties of the fft. Even if noise series is
      non-Gaussian, real and imaginary part of the fft tend to a Gaussian
      because are the result of the sum of many terms.
 
 
  Parameters Description
 
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Method Details
Access	public
Defining Class	ao
Sealed	0
Static	0

Parameter Description

Sets for this method …
Default

Default
no description
Key	Default Value	Options	Description
validateSpectrumMod
CONFIDENCE	95	none	Required confidence level for the KS test.
DOWNSAMPLESPECTRUM	0	0 1	Decide to downsample the spectrum in order to have independent bins.
DOWNSAMPLEBINS	3	none	Number of bins to skip in order to get independence.

Example
plist('CONFIDENCE', [95], 'DOWNSAMPLESPECTRUM', [false], 'DOWNSAMPLEBINS', [3])

Some information of the method ao/validateSpectrumMod are listed below:
Class name	ao
Method name	validateSpectrumMod
Category	Signal Processing
Package name	ltpda
VCS Version	967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args	1
Max input args	-1
Min output args	1
Max output args	-1
Can be used as modifier	0
Supported numeric types	{'double'}

Method: ao/upsample

Method: ao/whiten1D

Method ao/validateSpectrumMod

Parameter Description

Default

Example