Plotting Spectral Densities

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Description

Plotting method for objects of class "spec". For multivariate time series it plots the marginal spectra of the series or pairs plots of the coherency and phase of the cross-spectra.

Usage

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## S3 method for class 'spec'
plot(x, add = FALSE, ci = 0.95, log = c("yes", "dB", "no"),
     xlab = "frequency", ylab = NULL, type = "l",
     ci.col = "blue", ci.lty = 3,
     main = NULL, sub = NULL,
     plot.type = c("marginal", "coherency", "phase"),
     ...)

plot.spec.phase(x, ci = 0.95,
                xlab = "frequency", ylab = "phase",
                ylim = c(-pi, pi), type = "l",
                main = NULL, ci.col = "blue", ci.lty = 3, ...)

plot.spec.coherency(x, ci = 0.95,
                    xlab = "frequency",
                    ylab = "squared coherency",
                    ylim = c(0, 1), type = "l",
                    main = NULL, ci.col = "blue", ci.lty = 3, ...)

Arguments

x

an object of class "spec".

add

logical. If TRUE, add to already existing plot. Only valid for plot.type = "marginal".

ci

coverage probability for confidence interval. Plotting of the confidence bar/limits is omitted unless ci is strictly positive.

log

If "dB", plot on log10 (decibel) scale (as S-PLUS), otherwise use conventional log scale or linear scale. Logical values are also accepted. The default is "yes" unless options(ts.S.compat = TRUE) has been set, when it is "dB". Only valid for plot.type = "marginal".

xlab

the x label of the plot.

ylab

the y label of the plot. If missing a suitable label will be constructed.

type

the type of plot to be drawn, defaults to lines.

ci.col

colour for plotting confidence bar or confidence intervals for coherency and phase.

ci.lty

line type for confidence intervals for coherency and phase.

main

overall title for the plot. If missing, a suitable title is constructed.

sub

a sub title for the plot. Only used for plot.type = "marginal". If missing, a description of the smoothing is used.

plot.type

For multivariate time series, the type of plot required. Only the first character is needed.

ylim, ...

Graphical parameters.

See Also

spectrum

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