AutoD2: AutoD2, CrossD2 or CenterD2 analysis of a multiple...

In pastecs: Package for Analysis of Space-Time Ecological Series

AutoD2, CrossD2 or CenterD2 analysis of a multiple time-series

Description

Compute and plot multiple autocorrelation using Mahalanobis generalized distance D2. AutoD2 uses the same multiple time-series. CrossD2 compares two sets of multiple time-series having same size (same number of descriptors). CenterD2 compares subsamples issued from a single multivariate time-series, aiming to detect discontinuities.

Usage

AutoD2(series, lags=c(1, nrow(series)/3), step=1, plotit=TRUE,
        add=FALSE, ...)
CrossD2(series, series2, lags=c(1, nrow(series)/3), step=1,
        plotit=TRUE, add=FALSE, ...)
CenterD2(series, window=nrow(series)/5, plotit=TRUE, add=FALSE,
        type="l", level=0.05, lhorz=TRUE, lcol=2, llty=2, ...)

Arguments

series	regularized multiple time-series
series2	a second set of regularized multiple time-series
lags	minimal and maximal lag to use. By default, 1 and a third of the number of observations in the series respectively
step	step between successive lags. By default, 1
window	the window to use for CenterD2. By default, a fifth of the total number of observations in the series
plotit	if TRUE then also plot the graph
add	if TRUE then the graph is added to the current figure
type	The type of line to draw in the CenterD2 graph. By default, a line without points
level	The significance level to consider in the CenterD2 analysis. By default 5%
lhorz	Do we have to plot also the horizontal line representing the significance level on the graph?
lcol	The color of the significance level line. By default, color 2 is used
llty	The style for the significance level line. By default: llty=2, a dashed line is drawn
...	additional graph parameters

Value

An object of class 'D2' which contains:

lag	The vector of lags
D2	The D2 value for this lag
call	The command invoked when this function was called
data	The series used
type	The type of 'D2' analysis: 'AutoD2', 'CrossD2' or 'CenterD2'
window	The size of the window used in the CenterD2 analysis
level	The significance level for CenterD2
chisq	The chi-square value corresponding to the significance level in the CenterD2 analysis
units.text	Time units of the series, nicely formatted for graphs

WARNING

If data are too heterogeneous, results could be biased (a singularity matrix appears in the calculations).

Author(s)

Frédéric Ibanez ([e-mail]), Philippe Grosjean ([e-mail])

References

Cooley, W.W. & P.R. Lohnes, 1962. Multivariate procedures for the behavioural sciences. Whiley & sons.

Dagnélie, P., 1975. Analyse statistique à plusieurs variables. Presses Agronomiques de Gembloux.

Ibanez, F., 1975. Contribution à l'analyse mathématique des évènements en écologie planctonique: optimisations méthodologiques; étude expérimentale en continu à petite échelle du plancton côtier. Thèse d'état, Paris VI.

Ibanez, F., 1976. Contribution à l'analyse mathématique des évènements en écologie planctonique. Optimisations méthodologiques. Bull. Inst. Océanogr. Monaco, 72:1-96.

Ibanez, F., 1981. Immediate detection of heterogeneities in continuous multivariate oceanographic recordings. Application to time series analysis of changes in the bay of Villefranche sur mer. Limnol. Oceanogr., 26:336-349.

Ibanez, F., 1991. Treatment of the data deriving from the COST 647 project on coastal benthic ecology: The within-site analysis. In: B. Keegan (ed), Space and time series data analysis in coastal benthic ecology, p 5-43.

See Also

acf

Examples

data(marphy)
marphy.ts <- as.ts(as.matrix(marphy[, 1:3]))
AutoD2(marphy.ts)
marphy.ts2 <- as.ts(as.matrix(marphy[, c(1, 4, 3)]))
CrossD2(marphy.ts, marphy.ts2)
# This is not identical to:
CrossD2(marphy.ts2, marphy.ts)
marphy.d2 <- CenterD2(marphy.ts, window=16)
lines(c(17, 17), c(-1, 15), col=4, lty=2)
lines(c(25, 25), c(-1, 15), col=4, lty=2)
lines(c(30, 30), c(-1, 15), col=4, lty=2)
lines(c(41, 41), c(-1, 15), col=4, lty=2)
lines(c(46, 46), c(-1, 15), col=4, lty=2)
text(c(8.5, 21, 27.5, 35, 43.5, 57), 11, labels=c("Peripheral Zone", "D1",
        "C", "Front", "D2", "Central Zone")) # Labels
time(marphy.ts)[marphy.d2$D2 > marphy.d2$chisq]

pastecs documentation built on May 29, 2024, 5:56 a.m.