MAXENPER: a program for maximum entropy spectral estimation with assessment of statistical significance by the permutation test

Authors:
Eulogio Pardo-Igúzquiza;Francisco J. Rodríguez-Tovar
Affiliations:
Departamento de Geodinámica, Universidad de Granada, 18071 Granada, Spain;Departamento de Estratigrafía y Paleontología, Universidad de Granada, 18071 Granada, Spain
Venue:
Computers & Geosciences
Year:
2005

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Abstract

The maximum entropy spectral estimator is widely used because of its high spectral resolution, but it lacks an easy procedure for evaluating the statistical significance of the spectral estimates. We implemented the non-parametric computer intensive permutation test in order to evaluate the statistical significance of the maximum entropy spectral estimates. There is the possibility of choosing between an underlying red or white noise in the permutation procedure. Two case studies, with a long and a short time series, illustrate the performance of the method.