wco: Wavelet Sample Coherency

In Dasonk/SOWAS: Software for Wavelet Analysis and Synthesis

Description

This funtion estimates the wavelet coherency of two time series objects with the Morlet wavelet.

Usage

  wco(ts1, ts2, s0 = 1, noctave = 5, nvoice = 10,
    w0 = 2 * pi, sw = 0, tw = 0, swabs = 0,
    siglevel = 0.95, arealsiglevel = 0.9, kernel = 0,
    markt = -999, marks = -999, sqr = FALSE, phase = TRUE,
    plot = TRUE, units = "", device = "screen",
    file = "wcoh", split = FALSE, color = TRUE,
    pwidth = 10, pheight = 7, labsc = 1, labtext = "",
    sigplot = 3)

Arguments

ts1	first time series object to be transformed
ts2	second time series object to be transformed
s0	lowest calculated scale in units of the time series
noctave	number of octaves
nvoice	number of voices per octave
w0	time/frequency resolution omega_0
sw	length of smoothing window in scale direction is 2*sw*nvoice+1
tw	length of smoothing window in time direction is 2*s*tw+1
swabs	length of smoothing window in scale direction at scale s is 2*swabs+1
siglevel	significance level. Eg. 0.9, 0.95 or 0.99. When set to zero, no significance test is performed. At the moment, only 0.90, 0.95 and 0.99 are possible.
arealsiglevel	significance level of the areawise test; currently only for siglevel=0.9 and for arealsiglevel=0.9 possible, i.e. 90 percent of the area of false positive patches is sorted out
kernel	bitmap of the reproducing kernel; if not provided, it will be calculated during the areawise test
markt	vector of times to be marked by vertical dotted lines; when set to -999 (default), no lines are plotted.
marks	vector of scales to be marked by horizontal dotted lines; when set to -999 (default), no lines are plotted.
sqr	If TRUE, the squared coherency is given. Default: FALSE
phase	TRUE when phase calculation desired
plot	TRUE when graphical output desired
units	character string giving units of the data sets. Default: ""
device	"screen" or "ps"
file	character string giving filename of graphical output without extension
split	when TRUE, modulus and phase are splitted into two files; default: FALSE
color	TRUE (default): color plot, FALSE: gray scale
pwidth	width of plot in cm
pheight	height of plot in cm
labsc	scale of labels, default: 1, for two-column manuscripts: 1.5, for presentations: >2
labtext	puts a label in upper left corner of the plot
sigplot	0: no significance test plotted, 1: results from pointwise test, 2: results from areawise test, 3: results from both tests

Details

The default of sw and tw is set to zero to avoid uncritical use of the function (the sample coherency makes sense only for sw or tw >0). A pointwise significance test is performed agaist an almost process independent background spectrum. If arealsiglevel=0.9, an areawise significance test is performed, that sorts out 90 percent of the area of false positive patches. The cone of influence is marked by black lines. Values outside the cone of influence should be interpreted very carefully, as they result from a significant contribution of zero padding at the beginning and the end of the time series. For a better visualization, additional dotted lines marking distinct times or scales might be plotted by providing the vectors markt and marks. The function returns an object of type "wt", that might be directly plotted by the plot function.

Value

modulus here: wavelet sample coherency of dimension [length(intersection of ts1 and ts2)]x[nvoice*noctave+1] phase Matrix of phase of wavelet sample cross spectrum, same dimension as modulus s0 lowest calculated scale in units of the time series noctave number of octaves nvoice number of voices per octave w0 time/frequency resolution omega_0 time vector of times of length(intersection of ts1 and ts2) scales vector of scales of length nvoice*noctave+1 critval scale independent critical value at time/scale matrix of areawise significant patches kernel bitmap of reproducing kernel

Author(s)

D. Maraun

References

D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004

See Also

cwt.ts, wsp, wcs

Examples

##
data(air)
data(nino3)

# Coherency without smoothing makes no sense:
wcoairnino3 <- wco(air,nino3,s0=0.5,noctave=5,nvoice=10,sw=0,units="years")

# This looks already better:
wcoairnino3 <- wco(air,nino3,s0=0.5,noctave=5,nvoice=10,sw=0.5,units="years",arealsiglevel=0)

Dasonk/SOWAS documentation built on May 6, 2019, 1:36 p.m.