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)

[Package samplr version 1.0.1 Index]