wtc.sig: Determine significance of wavelet coherence

In biwavelet: Conduct Univariate and Bivariate Wavelet Analyses

Description

Determine significance of wavelet coherence

Usage

wtc.sig(
  nrands = 300,
  lag1,
  dt,
  ntimesteps,
  pad = TRUE,
  dj = 1/12,
  s0,
  J1,
  max.scale = NULL,
  mother = "morlet",
  sig.level = 0.95,
  quiet = FALSE
)

Arguments

nrands	Number of Monte Carlo randomizations.
lag1	Vector containing the AR(1) coefficient of each time series.
dt	Length of a time step.
ntimesteps	Number of time steps in time series.
pad	Pad the values will with zeros to increase the speed of the transform.
dj	Spacing between successive scales.
s0	Smallest scale of the wavelet.
J1	Number of scales - 1.
max.scale	Maximum scale.
mother	Type of mother wavelet function to use. Can be set to morlet, dog, or paul. Significance testing is only available for morlet wavelet.
sig.level	Significance level to compute.
quiet	Do not display progress bar.

Value

Returns significance matrix containing the sig.level percentile of wavelet coherence at each time step and scale.

Note

The Monte Carlo randomizations can be extremely slow for large datasets. For instance, 1000 randomizations of a dataset consisting of 1000 samples will take ~30 minutes on a 2.66 GHz dual-core Xeon processor.

Author(s)

Tarik C. Gouhier ([e-mail])

Code based on WTC MATLAB package written by Aslak Grinsted.

References

Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier, and N. C. Stenseth. 2008. Wavelet analysis of ecological time series. Oecologia 156:287-304.

Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.

Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.

Torrence, C., and P. J. Webster. 1998. The annual cycle of persistence in the El Nino/Southern Oscillation. Quarterly Journal of the Royal Meteorological Society 124:1985-2004.

Examples

# Not run: wtcsig <- wtc.sig(nrands, lag1 = c(d1.ar1, d2.ar1), dt,
#                            pad, dj, J1, s0, mother = "morlet")

biwavelet documentation built on May 26, 2021, 9:06 a.m.