plot-IntegrQuantileSD: Plot the values of the 'IntegrQuantileSD'.

In quantspec: Quantile-Based Spectral Analysis of Time Series

Plot the values of the IntegrQuantileSD.

Description

Creates a K x K plot depicting an integrated quantile spectral density. In each of the subplots either the real part (on and below the diagonal; i. e., \tau_1 \leq \tau_2) or the imaginary part (above the diagonal; i. e., \tau_1 > \tau_2) of

• the integrated quantile spectral density (black line),

for the combination of levels \tau_1 and \tau_2 denoted on the left and bottom margin of the plot are displayed.

Usage

## S4 method for signature 'IntegrQuantileSD,ANY'
plot(
  x,
  ratio = 3/2,
  widthlab = lcm(1),
  xlab = expression(omega/2 * pi),
  ylab = NULL,
  frequencies = 2 * pi * (1:(floor(getN(getQuantileSD(x))/2)))/getN(getQuantileSD(x)),
  levels = getLevels(x, 1)
)

Arguments

x	The IntegrQuantileSD to plot
ratio	quotient of width over height of the subplots; use this parameter to produce landscape or portrait shaped plots.
widthlab	width for the labels (left and bottom); default is lcm(1), cf. layout.
xlab	label that will be shown on the bottom of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).
ylab	label that will be shown on the left side of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).
frequencies	a set of frequencies for which the values are to be plotted.
levels	a set of levels for which the values are to be plotted.

Value

Plots the simulated integrated quantile spectral density for all frequencies and levels specified.

quantspec documentation built on Sept. 11, 2024, 9:15 p.m.