plot-LagEstimator: Plot the values of a 'LagEstimator'.
In quantspec: Quantile-Based Spectral Analysis of Time Series

Description Usage Arguments Value References

Creates a K x K plot displaying all levels combinations from the argument levels. In each of the subplots either the real part (on and below the diagonal; i. e., tau1 <= tau2) or the imaginary parts (above the diagonal; i. e., tau1 > tau2) of the lag-window estimator, for the combination of levels tau1 and tau2 denoted on the left and bottom margin of the plot are displayed.

## S4 method for signature 'LagEstimator,ANY'
plot(
  x,
  ptw.CIs = 0.1,
  ratio = 3/2,
  widthlab = lcm(1),
  xlab = expression(omega/2 * pi),
  ylab = NULL,
  type.scaling = c("individual", "real-imaginary", "all"),
  frequencies = x@frequencies,
  type.CIs = c("naive.sd"),
  levels = intersect(x@levels[[1]], x@levels[[2]])
)

`x`	The `LagEstimator` object to plot
`ptw.CIs`	the confidence level for the confidence intervals to be displayed; must be a number from [0,1]; if null, then no confidence intervals will be plotted.
`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).
`type.scaling`	a method for scaling of the subplots; currently there are three options: `"individual"` will scale each of the `K^2` subplots to minimum and maximum of the values in that plot, `"real-imaginary"` will scale each of the subplots displaying real parts and each of the subplots displaying imaginary parts to the minimum and maximum of the values display in these subportion of plots. The option `"all"` will scale the subplots to the minimum and maximum in all of the subplots.
`frequencies`	a set of frequencies for which the values are to be plotted.
`type.CIs`	indicates the method to be used for determining the confidence intervals; the methods available are those provided by `getPointwiseCIs-LagEstimator`.
`levels`	a set of levels for which the values are to be plotted.

Returns the plot described in the Description section.

See Birr et al. (2015)

Birr, S., Volgushev, S., Kley, T., Dette, H. & Hallin, M. (2015). Quantile Spectral Analysis for Locally Stationary Time Series. http://arxiv.org/abs/1404.4605.

quantspec documentation built on July 15, 2020, 1:07 a.m.