wtc.sig: Determine significance of wavelet coherence

In biwavelet: Conduct univariate and bivariate wavelet analyses

Description

Determine significance of wavelet coherence

Usage

wtc.sig (nrands = 300, lag1, dt, ntimesteps, pad = TRUE, dj = 1/12, s0, J1, 
         max.scale=NULL, mother = c("morlet", "paul", "dog"), sig.level = 0.95,
         quiet = FALSE)

Arguments

nrands	number of Monte Carlo randomizations. Default is 300.
lag1	vector containing the AR(1) coefficient of each time series.
dt	length of a time step.
ntimesteps	number of time steps in time series.
pad	pad the values will with zeros to increase the speed of the transform. Default is TRUE.
dj	spacing between successive scales. Default is 1/12.
s0	smallest scale of the wavelet. Default is 2*dt
J1	number of scales - 1.
max.scale	maximum scale
mother	type of mother wavelet function to use. Can be set to morlet, dog, or paul. Default is morlet. Significance testing is only available for morlet wavelet.
sig.level	significance level to compute. Default is 0.95
quiet	Do not display progress bar. Default is FALSE

Value

Returns significance matrix containing the sig.level percentile of wavelet coherence at each time step and scale.

Note

The Monte Carlo randomizations can be extremely slow for large datasets. For instance, 1000 randomizations of a dataset consisting of 1000 samples will take ~30 minutes on a 2.66 GHz dual-core Xeon processor.

Author(s)

Tarik C. Gouhier ([e-mail])

Code based on WTC MATLAB package written by Aslak Grinsted.

References

Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier, and N. C. Stenseth. 2008. Wavelet analysis of ecological time series. Oecologia 156:287-304.

Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.

Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.

Torrence, C., and P. J. Webster. 1998. The annual cycle of persistence in the El Nino/Southern Oscillation. Quarterly Journal of the Royal Meteorological Society 124:1985-2004.

Examples

## Not run: wtcsig=wtc.sig(nrands, lag1 = c(d1.ar1, d2.ar1), dt, 
##                          pad, dj, J1, s0, mother = morlet)

Example output

biwavelet 0.20.17 loaded.

biwavelet documentation built on May 2, 2019, 5:10 p.m.