autoplot.gmwm: Graph Solution of the Generalized Method of Wavelet Moments

In schoi355/gmwm: Generalized Method of Wavelet Moments

Graph Solution of the Generalized Method of Wavelet Moments

Description

Creates a graph containing the empirical and theoretical wavelet variances constructed via GMWM.

Usage

## S3 method for class 'gmwm'
autoplot(object, process.decomp = FALSE,
  background = "white", CI = T, transparence = 0.1, bw = F,
  CI.color = "#003C7D", line.type = NULL, line.color = NULL,
  point.size = NULL, point.shape = NULL, title = NULL,
  title.size = 15, axis.label.size = 13, axis.tick.size = 11,
  axis.x.label = expression(paste("Scale ", tau)),
  axis.y.label = expression(paste("Wavelet Variance ", nu)),
  legend.title = "", legend.label = NULL, legend.key.size = 1,
  legend.title.size = 13, legend.text.size = 13, ...)

Arguments

object	A GMWM object
process.decomp	A boolean that indicates whether the decomposed processes should be plotted or not
background	A string that determines the graph background. It can be 'grey' or 'white'.
CI	A boolean that indicates whether the confidence interval should be plotted.
transparence	A double that ranges from 0 to 1 that controls the transparency of the graph.
bw	A boolean that indicates whether the graph should be black and white color scheme.
CI.color	A string that indicates the color of the confidence interval (e.g. black, red, #003C7D, etc.)
line.type	A vector of string that indicates the type of lines.
line.color	A vector of string that indicates the color of lines.
point.size	A vector of integer that indicates the size of points on lines.
point.shape	A vector of integer that indicates the shape of points on lines.
title	A string that indicates the title of the graph.
title.size	An integer that indicates the size of title.
axis.label.size	An integer that indicates the size of label.
axis.tick.size	An integer that indicates the size of tick mark.
axis.x.label	A string that indicates the label on x axis.
axis.y.label	A string that indicates the label on y axis.
legend.title	A string that indicates the title of legend.
legend.label	A vector of string that indicates the labels on legend.
legend.key.size	A double that indicates the size of key (in centermeters) on legend.
legend.title.size	An integer that indicates the size of title on legend.
legend.text.size	An integer that indicates the size of key label on legend.
...	other arguments passed to specific methods.

Value

A ggplot2 panel containing the graph of the empirical and theoretical wavelet variance under the constructed GMWM.

Author(s)

JJB, Wenchao

Examples

# AR
set.seed(1336)
n = 200
x = gen_gts(n, AR1(phi = .1, sigma2 = 1) + AR1(phi = 0.95, sigma2 = .1))
mod = gmwm(AR1(), data = x, model.type = "imu")
autoplot(mod)

mod = gmwm(2*AR1(), data = x)
autoplot(mod)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.