在matlab中找到95％置信区间的相应峰值

Question

假设我们有以下数组：

0.196238259763928
0.0886250228175519
0.417543614272817
0.182403230538167
0.136500793051860
0.389922187581014
0.0344012946153299
0.381603315802419
0.0997542838649466
0.274807632628596
0.601652859233616
0.209431489000677
0.396925294300794
0.0351587496999554
0.177321874549738
0.369200511917405
0.287108838007101
0.477076452316346
0.127558716868438
0.792431584110476
0.0459982776925879
0.612598437936600
0.228340227044324
0.190267907472804
0.564751537228850
0.00269368929400299
0.940538666131177
0.101588565140294
0.426175626669060
0.600215481734847
0.127859067121782
0.985881201195063
0.0945679498528667
0.950077461673118
0.415212985598547
0.467423473845033
1.24336273213410
0.0848695928658021
1.84522775800633
0.289288949281834
1.38792131632743
1.73186592736729
0.554254947026916
3.46075557122590
0.0872957577705428
4.93259798197976
2.03544238985229
3.71059303259615
8.47095716918618
0.422940369071662
25.2287636895831
4.14535369056670
63.7312173032838
152.080907190007
1422.19492782494
832.134744027851
0.0220089962114756
60.8238733887811
7.71053463387430
10.4151913932115
11.3141744831953
0.988978595613829
8.65598040591953
0.219820300144944
3.92785491164888
2.28370963778411
1.60232807621444
2.51086405960291
0.0181622519984990
2.27469230188760
0.487809730727909
0.961063613990814
1.90435488292485
0.515640996120482
1.25933693517960
0.0953200831348589
1.52851575480462
0.582109930768162
0.933543409438383
0.717947488528521
0.0445235241119612
1.21157308704582
0.0942421028083462
0.536069075206508
0.821400666720535
0.308956823975938
1.28706199713640
0.0339217632187507
1.19575886464231
0.0853733920496230
0.736744959694641
0.635218502184121
0.262305581223588
0.986899895695809
0.0398800891449550
0.758792061180657
0.134279188964854
0.442531129290843
0.542782326712391
0.377221037448628
0.704787750202814
0.224180325609783
0.998785634315287
0.408055416702400
0.329684702125840
0.522384453408780
0.154542718256493
0.602294251721841
0.240357912028348
0.359040779285709
0.525224294805813
0.427539247203335
0.624034405807298
0.298184846094056
0.498659616687732
0.0962076792277457
0.430092706132805
0.656212420735658
0.278310520474744
0.866037361133916
0.184971060800812
0.481149730712771
0.624405636807668
0.382388147099945
0.435350646037440
0.216499523971397
1.22960953802959
0.330841706900755
0.891793067878849
0.628241046456751
0.278687691121678
1.06358076764171
0.365652714373067
1.34921178081181
0.652888708375276
0.861138633227739
1.02878577330537
0.591174450919664
1.93594290806582
0.497631035062465
1.14486512201656
0.978067581547298
0.948931658572253
2.01004088022982
0.917415940349743
2.24124811810385
1.42691656876436
2.15636037453584
1.92812357585099
1.12786835077183
4.81721425534142
1.70055431306602
4.87939454466131
3.90293284926105
5.16542230018432
10.5783535493504
1.74023535081791
27.0572221453758
7.78813114379733
69.2528169436690
167.769806437531
1490.03057130613
869.247150795648
3.27543244752518
62.3527480644562
9.74192115073051
13.6074209231800
10.5686495478844
7.70239986387120
9.62850426896699
9.85304975304259
7.09026325332085
12.8782040428502
16.3163128995995
7.00070066635845
74.1532966917877
4.80506505312457
1042.52337489620
1510.37374385290
118.514435606795
80.7915675273571
2.96352221859211
27.7825124315786
1.55102367292252
8.66382951478539
5.02910503820560
1.25219344189599
7.72195587189507
0.356973215117373
6.06702456628919
1.01953617014621
2.76489896186652
3.35353608882459
0.793376336025486
4.90341095941571
0.00742857354167949
5.07665716731356
1.16863474789604
4.47635486149688
4.33050121578669
2.42974020115261
9.79494608790444
0.0568839453395247
22.9153086380666
4.48791386399205
59.6962194708933
97.8636220152072
1119.97978883924
806.144299041605
7.33252581243942
57.0699524267842
0.900104994068117
15.2791339483160
3.31266162202546
3.20809490583211
5.36617545130941
0.648122925703121
3.90480316969632
0.0338850542128927
2.58828964019220
0.543604662856673
1.16385064506181
1.01835324272839
0.172915006573539
1.55998411282069
0.00221570175453666
1.14803074836796
0.0769335878967426
0.421762398811163
0.468260146832541
0.203765185125597
0.467641715366303
0.00142988680149041
0.698088976126660
0.0413316717103625
0.190548157914037
0.504713663418641
0.325697764871308
0.375910057283262
0.123307135682793
0.331115262928959
0.00263961045860704
0.204555648718379
0.139008751575803
0.182936666944843
0.154943314848474
0.0840483576044629
0.293075999812128
0.00306911699543199
0.272993318570981
0.0864711337990886
0.280495615619829
0.0910123210559269
0.148399626645134
0.141945002415500
0.0512001531781583
0.0295283557338525

在MATLAB中，使用findpeaks很容易找到峰值，如下所示：

[pxx_peaks,location] = findpeaks(Pxx);

如果我们绘制pxx_peaks，我们得到

 plot(pxx_peaks)

当然，除了这些峰之外，图中没有显示较小的峰，但我的目标是找到比所有其他峰高95-96％的所有峰。

我试过这样的话：

>> average = mean(pxx_peaks);
>> stand = std(pxx_peaks);
>> final_peaks = pxx_peaks( pxx_peaks > average + 3*stand ); 

结果是

>> final_peaks

final_peaks =

   1.0e+03 *

    1.4222
    1.4900
    1.5104
    1.1200

但如何返回相应的位置？我想把它写成一个m文件，所以请帮助我

修改

也请在这个问题上帮助我：我可以参数化置信区间吗？例如，我想找到比其他峰高60％的峰，而不是95％，是否可能？

Answer 1

注意3σ≈99.73％

关于你的第一个问题，这很简单，你只需要像跟踪峰值那样跟踪位置：

inds            = pxx_peaks > mean(pxx_peaks) + 3*std(pxx_peaks);
final_peaks     = pxx_peaks(inds); 
final_locations = location(inds);

plot(Pxx), hold on
plot(final_locations, final_peaks, 'r.')

关于你的第二个问题，这有点复杂。如果你想像你说的那样制定它，你必须将所需的百分比转换为正确的σ数。这涉及标准法线和根发现的整合：

%// Convert confidence interval percentage to number-of-sigmas
F = @(P) fzero(@(sig) quadgk(@(x) exp(-x.^2/2),-sig,+sig)/sqrt(2*pi) - P/100, 1);

% // Repeat with the desired percentage
inds            = pxx_peaks > mean(pxx_peaks) + F(63)*std(pxx_peaks);  %// 63%
final_peaks     = pxx_peaks(inds); 
final_locations = location(inds);

plot(final_locations, final_peaks, 'r.')