stat.slide: Sliding statistics

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

Description

Statistical parameters are not constant along a time series: mean or variance can vary each year, or during particular intervals (radical or smooth changes due to a pollution, a very cold winter, a shift in the system behaviour, etc. Sliding statistics offer the potential to describe series on successive blocs defined along the space-time axis

Usage

stat.slide(x, y, xcut=NULL, xmin=min(x), n=NULL, frequency=NULL,
        deltat=1/frequency, basic=FALSE, desc=FALSE, norm=FALSE,
        pen=FALSE, p=0.95)
## S3 method for class 'stat.slide'
print(x, ...) 
## S3 method for class 'stat.slide'
plot(x, stat="mean", col=c(1, 2), lty=c(par("lty"), par("lty")),
        leg=FALSE, llab=c("series", stat), lpos=c(1.5, 10), xlab="time", ylab="y",
        main=paste("Sliding statistics"), ...)
## S3 method for class 'stat.slide'
lines(x, stat="mean", col=3, lty=1, ...)

Arguments

x	a vector with time data for stat.slide(), or a 'stat.slide' object for the methods
y	a vector with observation at corresponding times
xcut	a vector with the position in time of the breaks between successive blocs. xcut=NULL by default. In the later case, a vector with equally spaced blocs is constructed using xmin, n and frequency or deltat. If a value is provided for xcut, then it supersedes all these other parameters
xmin	the minimal value in the time-scale to use for constructing a vector of equally spaced breaks
n	the number of breaks to use
frequency	the frequency of the breaks in the time-scale
deltat	the bloc interval touse for constructing an equally-spaced break vector. deltat is 1/frequency
basic	do we have to return basic statistics (by default, it is FALSE)? These are: the number of values (nbr.val), the number of null values (nbr.null), the number of missing values (nbr.na), the minimal value (min), the maximal value (max), the range (range, that is, max-min) and the sum of all non-missing values (sum)
desc	do we have to return descriptive statistics (by default, it is FALSE)? These are: the median (median), the mean (mean), the standard error on the mean (SE.mean), the confidence interval of the mean (CI.mean) at the p level, the variance (var), the standard deviation (std.dev) and the variation coefficient (coef.var) defined as the standard deviation divided by the mean
norm	do we have to return normal distribution statistics (by default, it is FALSE)? the skewness coefficient g1 (skewness), its significant criterium (skew.2SE, that is, g1/2.SEg1; if skew.2SE > 1, then skewness is significantly different than zero), kurtosis coefficient g2 (kurtosis), its significant criterium (kurt.2SE, same remark than for skew.2SE), the statistic of a Shapiro-Wilk test of normality (normtest.W) and its associated probability (normtest.p)
pen	do we have to return Pennington and other associated statistics (by default, it is FALSE)? pos.median, pos.mean, pos.var, pos.std.dev, respectively the median, the mean, the standard deviation and the variance, considering only non-null values; geo.mean, the geometric mean that is, the exponential of the mean of the logarithm of the observations, excluding null values. pen.mean, pen.var, pen.std.dev, pen.mean.var, respectively the mean, the variance, the standard deviation and the variance of the mean after Pennington's estimators (see pennington())
p	the probability level to use to calculate the confidence interval on the mean (CI.mean). By default, p=0.95
stat	the statistic to plot on the graph. You can use "min", "max", "median", "mean" (by default), "pos.median", "pos.mean", "geo.mean" and "pen.mean". The other statistics cannot be superposed on the graph of the series in the current version of the function
col	the colors to use to plot the initial series and the statistics, respectively. By default, col=c(1,2)
lty	the style to use to draw the original series and the statistics. The default style is used if this argument is not provided
leg	if leg=TRUE, a legend box is drawn on the graph
llab	the labels to use for the legend. By default, it is "series" and the corresponding statistics provided in stat, respectively
lpos	the position of the top-left corner (x,y) of the legend box in the graph coordinates. By default lpos=c(1.5,10)
xlab	the label of the x-axis
ylab	the label of the y-axis
main	the main title of the graph
...	additional parameters

Details

Available statistics are the same as for stat.desc() and stat.pen(). The Shapiro-Wilk test of normality is not available yet in Splus and it returns 'NA' in this environment. If not a priori known, successive blocs can be identified using either local.trend() or decmedian() (see respective functions for further details)

Value

An object of type 'stat.slide' is returned. It has methods print(), plot() and lines().

Author(s)

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

See Also

stat.desc, stat.pen, pennington, local.trend, decmedian

Examples

data(marbio)
# Sliding statistics with fixed-length blocs
statsl <- stat.slide(1:68, marbio[, "ClausocalanusA"], xmin=0, n=7, deltat=10)
statsl
plot(statsl, stat="mean", leg=TRUE, lpos=c(55, 2500), xlab="Station",
        ylab="ClausocalanusA")

# More information on the series, with predefined blocs
statsl2 <- stat.slide(1:68, marbio[, "ClausocalanusA"],
        xcut=c(0, 17, 25, 30, 41, 46, 70), basic=TRUE, desc=TRUE, norm=TRUE,
        pen=TRUE, p=0.95)
statsl2
plot(statsl2, stat="median", xlab="Stations", ylab="Counts",
        main="Clausocalanus A")              # Median
lines(statsl2, stat="min")                   # Minimum
lines(statsl2, stat="max")                   # Maximum
lines(c(17, 17), c(-50, 2600), col=4, lty=2) # Cuts
lines(c(25, 25), c(-50, 2600), col=4, lty=2)
lines(c(30, 30), c(-50, 2600), col=4, lty=2)
lines(c(41, 41), c(-50, 2600), col=4, lty=2)
lines(c(46, 46), c(-50, 2600), col=4, lty=2)
text(c(8.5, 21, 27.5, 35, 43.5, 57), 2300, labels=c("Peripheral Zone", "D1",
        "C", "Front", "D2", "Central Zone")) # Labels
legend(0, 1900, c("series", "median", "range"), col=1:3, lty=1)
# Get cuts back from the object
statsl2$xcut

Example output

Loading required package: boot
            [0,10[  [10,20[   [20,30[   [30,40[   [40,50[ [50,60[  [60,70[
xmin      0.000000  10.0000   20.0000   30.0000   40.0000  50.000  60.0000
xmax     10.000000  20.0000   30.0000   40.0000   50.0000  60.000  70.0000
nbr.val   9.000000  10.0000   10.0000   10.0000   10.0000  10.000   9.0000
nbr.null  2.000000   0.0000    0.0000    0.0000    0.0000   0.000   0.0000
nbr.na    0.000000   0.0000    0.0000    0.0000    0.0000   0.000   0.0000
min       0.000000 160.0000  158.0000   96.0000  136.0000  56.000  52.0000
max      12.000000 832.0000 1980.0000 1204.0000 2484.0000 824.000 656.0000
median    4.000000 344.0000  732.0000  752.0000  260.0000 340.000 120.0000
mean      4.777778 350.8000  810.1000  682.0000  494.4000 364.800 219.1111
std.dev   4.790036 196.9708  619.8578  350.0616  711.0511 234.915 202.4231
                   [0,17[       [17,25[       [25,30[       [30,41[
xmin         0.000000e+00  1.700000e+01  2.500000e+01  3.000000e+01
xmax         1.700000e+01  2.500000e+01  3.000000e+01  4.100000e+01
nbr.val      1.600000e+01  8.000000e+00  5.000000e+00  1.100000e+01
nbr.null     2.000000e+00  0.000000e+00  0.000000e+00  0.000000e+00
nbr.na       0.000000e+00  0.000000e+00  0.000000e+00  0.000000e+00
min          0.000000e+00  1.580000e+02  1.040000e+03  9.600000e+01
max          8.320000e+02  4.240000e+02  1.980000e+03  1.204000e+03
range        8.320000e+02  2.660000e+02  9.400000e+02  1.108000e+03
sum          2.785000e+03  2.151000e+03  6.716000e+03  7.060000e+03
median       1.200000e+01  2.120000e+02  1.204000e+03  7.440000e+02
mean         1.740625e+02  2.688750e+02  1.343200e+03  6.418182e+02
SE.mean      6.066894e+01  3.704796e+01  1.668120e+02  1.078927e+02
CI.mean.0.95 1.293128e+02  8.760450e+01  4.631443e+02  2.403999e+02
var          5.889153e+04  1.098041e+04  1.391312e+05  1.280492e+05
std.dev      2.426758e+02  1.047875e+02  3.730029e+02  3.578396e+02
coef.var     1.394188e+00  3.897255e-01  2.776973e-01  5.575404e-01
skewness     1.248551e+00  4.181831e-01  8.469063e-01 -4.141160e-02
skew.2SE     1.106268e+00  2.780098e-01  4.638697e-01 -3.133978e-02
kurtosis     7.020336e-01 -1.852389e+00 -1.193537e+00 -1.424298e+00
kurt.2SE     3.218053e-01 -6.254351e-01 -2.983842e-01 -5.566203e-01
normtest.W   7.557989e-01  8.300443e-01  8.162687e-01  9.560890e-01
normtest.p   7.467713e-04  5.943034e-02  1.092399e-01  7.221457e-01
pos.median   8.600000e+01  2.120000e+02  1.204000e+03  7.440000e+02
pos.mean     1.989286e+02  2.688750e+02  1.343200e+03  6.418182e+02
geo.mean     3.935062e+01  2.522408e+02  1.307640e+03  5.181136e+02
pen.mean     3.351203e+02  2.683489e+02  1.340628e+03  6.787440e+02
pen.var      1.907110e+06  1.039770e+04  1.119418e+05  3.111941e+05
pen.std.dev  1.380981e+03  1.019691e+02  3.345771e+02  5.578477e+02
pen.mean.var 5.558396e+04  1.298434e+03  2.238628e+04  2.768567e+04
                  [41,46[      [46,70[
xmin           41.0000000 4.600000e+01
xmax           46.0000000 7.000000e+01
nbr.val         5.0000000 2.300000e+01
nbr.null        0.0000000 0.000000e+00
nbr.na          0.0000000 0.000000e+00
min           136.0000000 5.200000e+01
max           264.0000000 2.484000e+03
range         128.0000000 2.432000e+03
sum          1088.0000000 9.236000e+03
median        256.0000000 3.080000e+02
mean          217.6000000 4.015652e+02
SE.mean        27.2939554 1.048611e+02
CI.mean.0.95   75.7801688 2.174685e+02
var          3724.8000000 2.529043e+05
std.dev        61.0311396 5.028960e+02
coef.var        0.2804740 1.252339e+00
skewness       -0.3597825 3.033043e+00
skew.2SE       -0.1970610 3.150646e+00
kurtosis       -2.1086492 9.865540e+00
kurt.2SE       -0.5271623 5.277023e+00
normtest.W      0.7864078 6.024972e-01
normtest.p      0.0625007 9.610838e-07
pos.median    256.0000000 3.080000e+02
pos.mean      217.6000000 4.015652e+02
geo.mean      209.9226025 2.527195e+02
pen.mean      218.0553885 3.905421e+02
pen.var      4518.0257036 1.913652e+05
pen.std.dev    67.2162607 4.374531e+02
pen.mean.var  903.3938793 7.745030e+03
[1]  0 17 25 30 41 46 70

pastecs documentation built on May 2, 2019, 3:36 p.m.