compare.wvar: Compare Wavelet Variances

In gmwm: Generalized Method of Wavelet Moments

Description

Compare the estimates given by the classical and robust methods of calculating the wavelet variance.

Usage

compare.wvar(..., background = "white", split = TRUE, CI = TRUE,
  auto.label.wvar = T, transparence = 0.1, line.color = NULL,
  CI.color = NULL, line.type = NULL, point.size = NULL,
  point.shape = NULL, title = "Haar Wavelet Variance Representation",
  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)

Arguments

...	Any number of wvar objects can be passed in.
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 wvar 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. If not NULL, length of vector must equal to the number of wvar objects that are passed in.
CI.color	A vector of string that indicates the color of confidence interval. If not NULL, length of vector must equal to the number of wvar objects that are passed in.
line.type	A vector of string that indicates the type of lines for wavelet variance and the edge of confidence interval, respectively. If not NULL, length of vector must equal to 2.
point.size	A vector of integer that indicates the size of point
point.shape	A vector of integer that indicates the shape of point
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. If not NULL, length of vector must equal to the number of wvar objects that are passed in.
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 number of rows

Note

Common error "Error in grid.Call(L_textBounds, as.graphicsAnnot(x$label), x$x, x$y, : polygon edge not found" Just run your code again or open R using the R GUI instead of RStudio.

Author(s)

JJB, Wenchao

Examples

## Not run: 
#1. Compare two objects
N1 = 1000
N2 = 2000
data.ar = gen.gts(AR1(phi = .32, sigma2=.01), N1)
data.arma = gen.gts(ARMA(ar=c(.8,.1), ma=c(.3), sigma2=1), N2)
wvar1 = wvar(data.ar)
wvar2 = wvar(data.arma, robust = T)
compare.wvar(wvar1, wvar2)
compare.wvar(wvar1, wvar2, split=F)
compare.wvar(wvar1, wvar2, CI = F)
compare.wvar(wvar1, wvar2, split=F, CI = F)
#2. Compare multiple objects
N1 = 1000
N2 = 2000
N3 = 4000
N4 = 3500
data1 = gen.gts(AR1(phi = .32, sigma2=.01), N1)
data2 = gen.gts(ARMA(ar=c(.8,.1), ma=c(.3), sigma2=1), N2)
data3 = gen.gts(AR1(phi = .32, sigma2=1), N3)
data4 = gen.gts(ARMA(ar=c(.8,.1), ma=c(.5), sigma2=1), N4)
wvar1 = wvar(data1)
#wvar1 = wvar(data1, robust = T)
wvar2 = wvar(data2)
wvar3 = wvar(data3)
wvar4 = wvar(data4)
compare.wvar(wvar1,wvar2,wvar3,wvar4, nrow = 2)
compare.wvar(wvar1,wvar2,wvar3,wvar4, split = F , CI = F)
#3. Change default setting
compare.wvar(wvar1, wvar2, wvar3,wvar4, CI.color = c('green','red','blue','black'))
compare.wvar(wvar1, wvar2, wvar3,wvar4, CI.color = c('green','red','blue','black'), 
facet.label.size = 9)
compare.wvar(wvar1, wvar2, wvar3,wvar4, CI.color = c('green','red','blue','black'), 
legend.label = c('1','2','3','4'))
compare.wvar(wvar1, wvar2, wvar3,wvar4, CI.color = c('green','red','blue','black'), 
legend.label = c('1','2','3','4'), split = F)
compare.wvar(wvar1, wvar2, wvar3,wvar4, CI.color = c('green','red','blue','black'), 
legend.label = c('1','2','3','4'), split = F, CI = F)

## End(Not run)

gmwm documentation built on April 14, 2017, 4:38 p.m.