wsp: Wavelet Sample Spectrum

In Dasonk/SOWAS: Software for Wavelet Analysis and Synthesis

Description

This funtion estimates the wavelet spectrum of a time series object with the Morlet wavelet.

Usage

  wsp(ts, s0 = 1, noctave = 5, nvoice = 10, w0 = 2 * pi,
    sw = 0, tw = 0, swabs = 0, siglevel = 0.95,
    critval = NULL, nreal = 1000, arealsiglevel = 0.9,
    kernel = 0, markt = -999, marks = -999,
    logscale = FALSE, plot = TRUE, units = "",
    device = "screen", file = "wsp", color = TRUE,
    pwidth = 10, pheight = 7, labsc = 1, labtext = "",
    sigplot = 3)

Arguments

ts	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	vector of significance levels for pointwise test, e.g. c(0.9,0.95), default 0.95.
critval	matrix of critical values calculated e.g. by critical.valuesWSP; each row contains critical values for the corresponding chosen significance level.
nreal	number of realizations to estimate critical values for the corresponding significance values, default 1000
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.
logscale	when TRUE, the contours are plotted in logarithmic scale
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
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

A pointwise significance test is performed either by providing critical values (e.g. from critical.valuesWSP) or by Monte Carlo simulations. If critval and either nreal or siglevel is zero, no significance test is performed. 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. In the linear plot, values are normalized such that the highest spetral power equals one. In the logarithmic plot, values are normalized, that the lowest value equals 10^0=1. The function returns an object of type "wt", that might be directly plotted by the plot function.

Value

modulus here: wavelet sample spectrum of dimension [length(ts)]x[nvoice*noctave+1] phase not used 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 matrix of critical values 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, wcs, wco

Examples

##
data(nino3)

wspnino3 <- wsp(nino3,s0=0.5,noctave=5,nvoice=10,nreal=100,units="years",arealsiglevel=0)

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