Description Usage Arguments Details Value Author(s) References See Also Examples
sensitivity_ews
is used to estimate trends in
statistical moments for different sizes of rolling windows
along a timeseries. The trends are estimated by the
nonparametric Kendall tau correlation coefficient.
1 2 3 4 5 6  sensitivity_ews(timeseries, indicator = c("ar1", "sd", "acf1", "sk", "kurt",
"cv", "returnrate", "densratio"), winsizerange = c(25, 75),
incrwinsize = 25, detrending = c("no", "gaussian", "loess", "linear",
"firstdiff"), bandwidthrange = c(5, 100), spanrange = c(5, 100),
degree = NULL, incrbandwidth = 20, incrspanrange = 10,
logtransform = FALSE, interpolate = FALSE)

timeseries 
a numeric vector of the observed univariate timeseries values or a numeric matrix where the first column represents the time index and the second the observed timeseries values. Use vectors/matrices with headings. 
indicator 
is the statistic (leading indicator)
selected for which the sensitivity analysis is perfomed.
Currently, the indicators supported are: 
winsizerange 
is the range of the rolling window sizes expressed as percentage of the timeseries length (must be numeric between 0 and 100). Default is 25%  75%. 
incrwinsize 
increments the rolling window size (must be numeric between 0 and 100). Default is 25. 
detrending 
the timeseries can be
detrended/filtered. There are three options:

bandwidthrange 
is the range of the bandwidth used for the Gaussian kernel when gaussian filtering is selected. It is expressed as percentage of the timeseries length (must be numeric between 0 and 100). Default is 5%  100%. 
spanrange 
parameter that controls the degree of smoothing (numeric between 0 and 100). Default is 5%  100%. see more on loessstats 
degree 
the degree of polynomial to be used for when loess fitting is applied, normally 1 or 2 (Default). see more on loessstats 
incrbandwidth 
is the size to increment the bandwidth used for the Gaussian kernel when gaussian filtering is applied. It is expressed as percentage of the timeseries length (must be numeric between 0 and 100). Default is 20. 
incrspanrange 
Span range 
logtransform 
logical. If TRUE data are logtransformed prior to analysis as log(X+1). Default is FALSE. 
interpolate 
logical. If TRUE linear interpolation is applied to produce a timeseries of equal length as the original. Default is FALSE (assumes there are no gaps in the timeseries). 
see ref below
Arguments:
sensitivity_ews
returns a matrix that contains the
Kendall tau rank correlation estimates for the rolling
window sizes (rows) and bandwidths (columns), if
gaussian filtering
is selected.
In addition, sensitivity_ews
returns a plot with the
Kendall tau estimates and their pvalues for the range of
rolling window sizes used, together with a histogram of the
distributions of the statistic and its significance. When
gaussian filtering
is chosen, a contour plot is
produced for the Kendall tau estimates and their pvalues
for the range of both rolling window sizes and bandwidth
used. A reverse triangle indicates the combination of the
two parameters for which the Kendall tau was the highest
Vasilis Dakos vasilis.dakos@gmail.com
Dakos, V., et al (2008). 'Slowing down as an early warning signal for abrupt climate change.' Proceedings of the National Academy of Sciences 105(38): 1430814312
Dakos, V., et al (2012).'Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data.' PLoS ONE 7(7): e41010. doi:10.1371/journal.pone.0041010
generic_ews
; ddjnonparam_ews
;
bdstest_ews
; sensitivity_ews
;
surrogates_ews
; ch_ews
;
movpotential_ews
;
livpotential_ews
1 2 3  data(foldbif)
output=sensitivity_ews(foldbif,indicator='sd',detrending='gaussian',
incrwinsize=25,incrbandwidth=20)

Loading required package: ggplot2
Loading required package: moments
Loading required package: tgp
Loading required package: tseries
earlywarnings Copyright (C) 20112013 Vasilis Dakos and Leo Lahti
This program comes with ABSOLUTELY NO WARRANTY.
This is free software, and you are welcome to redistribute it under the FreeBSD open source license. For more information, see http://www.earlywarningsignals.org
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