compare.gmwm: Graphically Compare GMWM Model Fit
In gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Author(s) Examples

Creates GMWM model fits of different models within the same panel.

compare.gmwm(..., background = "white", split = TRUE, CI = TRUE,
  auto.label.wvar = F, transparence = 0.1, line.color = NULL,
  CI.color = NULL, line.type = NULL, point.size = NULL,
  point.shape = NULL, title = "Comparison of Implied Wavelet Variance",
  title.size = 15, axis.label.size = 13, axis.tick.size = 11,
  axis.x.label = expression(paste("Scale ", tau)),
  axis.y.label = expression(paste("Wavelet Variance ", nu)),
  facet.label.size = 13, legend.label = NULL, legend.title = "",
  legend.key.size = 1.3, legend.title.size = 13, legend.text.size = 13,
  nrow = 1, plot.emp.wv = T)

`...`	Several `gmwm` objects
`background`	A `string` that determines the graph background. It can be `'grey'` or `'white'`.
`split`	A `boolean` that indicates whether the graphs should be separate (TRUE) or graphed ontop of each other (FALSE).
`CI`	A `boolean` that indicates whether the confidence interval should be plotted.
`auto.label.wvar`	A `boolean` that indicates whether legend label should indicate the gmwm objects are robust or classical
`transparence`	A `double` that ranges from 0 to 1 that controls the transparency of the graph.
`line.color`	A `vector` of `string` that indicates the color of lines.
`CI.color`	A `vector` of `string` that indicates the color of the confidence interval (e.g. 'black', 'red', '#003C7D', etc.)
`line.type`	A `vector` of `string` that indicates the type of lines.
`point.size`	A `vector` of `integer` that indicates the size of points on lines.
`point.shape`	A `vector` of `integer` that indicates the shape of points on lines.
`title`	A `string` that indicates the title of the graph.
`title.size`	An `integer` that indicates the size of title.
`axis.label.size`	An `integer` that indicates the size of label.
`axis.tick.size`	An `integer` that indicates the size of tick mark.
`axis.x.label`	A `string` that indicates the label on x axis.
`axis.y.label`	A `string` that indicates the label on y axis.
`facet.label.size`	An `integer` that indicates the size of facet label.
`legend.label`	A `vector` of `string` that indicates the labels on legend.
`legend.title`	A `string` that indicates the title of legend.
`legend.key.size`	A `double` that indicates the size of key (in centermeters) on legend.
`legend.title.size`	An `integer` that indicates the size of title on legend.
`legend.text.size`	An `integer` that indicates the size of key label on legend.
`nrow`	An `integer` that indicates how many rows the graph should be arranged in.
`plot.emp.wv`	A `boolean` that indicates whether Emp. WV should be plotted or not (Used in `compare.models`).

If only one object is supplied, this function is actually calling plot.gmwm. When the parameters line.color, CI.color, line.type, point.size, point.shape and legend.label are modified, please follow the rules of plot.gmwm.

When CI = T, for CI.color, specify the color for each object. For line.color, line.type, point.size, point.shape, specify the value of lower bound, upper bound, empirical wavelet variance (WV), implied WV respectively for each object.

When CI = F, you don't need CI.color this time. For line.color, line.type, point.size, point.shape, only specify the value of empirical WV and implied WV respectively.

Check the examples for help.

A ggplot2 panel containing the graph of gmwm objects.

JJB, Wenchao

## Not run: # AR
set.seed(8836)
n = 200
x = gen.gts(AR1(phi = .1, sigma2 = 1) + AR1(phi = 0.95, sigma2 = .1), n)
GMWM1 = gmwm(AR1(), data = x)
GMWM2 = gmwm(2*AR1(), data = x)
compare.gmwm(GMWM1, GMWM2, split = FALSE)
compare.gmwm(GMWM1, GMWM2, point.size = rep(c(1,1,4,4),2), CI.color = c('black','grey'))
compare.gmwm(GMWM1, GMWM2, CI = F, point.size = rep(c(6,6),2))

## End(Not run)