mra.plot: Plot function: Plot origianl time series and decomposed...

In zejiang-unsw/WASP_1.0.0: WAvelet System Prediction

Description

Plot function: Plot origianl time series and decomposed frequency components

Usage

mra.plot(y, y.mra, limits.x, limits.y, ...)

Arguments

y	Original time series (Y).
y.mra	Decomposed frequency components (d1,d2,..,aJ).
limits.x	x limit for plot.
limits.y	y limit for plot.

Value

A plot with origianl time series and decomposed frequency components.

Examples

###synthetic example
#frequency, sampled from a given range
fd <- c(3,5,10,15,25,30,55,70,95)
data.SW3 <- data.gen.SW(nobs=512,fp=c(15,25,30),fd=fd)

x <- data.SW3$x
xx <- padding(x,pad="zero")
###wavelet transfrom
# wavelet family, extension mode and package
wf <- "d4" # wavelet family D8 or db4
boundary <- "periodic"
pad <-  "zero"
if(wf!="haar") v <- as.integer(as.numeric(substr(wf,2,3))/2) else v <- 1

#Maximum decomposition level J
n <- length(x)
J <- ceiling(log(n/(2*v-1))/log(2)) #(Kaiser, 1994)

###decomposition
x.mra <- waveslim::mra(xx,wf=wf, J=J, method="dwt", boundary="periodic")
x.mra.m <- matrix(unlist(x.mra), ncol=J+1)

print(sum(abs(x-rowSums(x.mra.m[1:n,]))))               #additive check
var(x);sum(apply(x.mra.m[1:n,],2,var))                  #variance check

limits.x <- c(0,n); limits.y <- c(-3,3)
mra.plot(x, x.mra.m, limits.x, limits.y)

zejiang-unsw/WASP_1.0.0 documentation built on May 6, 2020, 7:49 p.m.