calc_PSD {samplr} | R Documentation |
Power Spectral Density Calculator
Description
This function estimates the log power spectral density against the log frequency, and calculates a slope \alpha
.
Usage
calc_PSD(chain, plot = FALSE)
Arguments
chain |
Matrix of n x d dimensions, n = iterations, d = dimensions sequence |
plot |
Boolean. Whether to return a plot or the elements used to make it. |
Details
A number of studies have reported that cognitive activities contain a long-range slowly decaying autocorrelation. In the frequency domain, this is expressed as S(f)
~ 1/f^{-\alpha}
, with f
being frequency, S(f)
being spectral power, and \alpha
\epsilon
[0.5,1.5]
is considered 1/f
scaling. See See Zhu et al. (2018) for a comparison of Levy Flight and PSD measures for different samplers in multimodal representations.
Value
Returns a list with log frequencies, log PSDs, and slope and intercept estimates.
References
Zhu J, Sanborn AN, Chater N (2018). “Mental Sampling in Multimodal Representations.” Advances in Neural Information Processing Systems, 31, 5748–5759.
Examples
set.seed(1)
chain1 <- sampler_mh(1, "norm", c(0,1), diag(1))
calc_PSD(chain1[[1]], plot= TRUE)