LSWPlib (version 0.1.0)

plot.LSWPspec: Plot for Objects of Class LSWPspec

Description

plot.LSWPspec returns the plot for objects of class "LSWPspec", typically (but not exclusively) a wavelet packet spectral estimate.

Usage

# S3 method for LSWPspec
plot(x, y, ...)

Arguments

x

an object of class lswpspec.

y

not used, is set to NULL.

...

not currently used.

Value

A plot of the time-varying spectral estimates.

Details

This function implements the plot method for objects of class "LSWPspec". It is mainly used to plot spectral estimates returned by LSWPspec. The label of the vertical axis uses the wavelet packet basis index notation p = 1,2,...,|b|, where |b| is the number of packets in a wavelet packet basis as defined in Cardinali and Nason (2017). The label of the horizontal axis is the time index.

References

A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.

See Also

LSWPspec, LSWPbasis

Examples

# NOT RUN {
 wb <- get.wavelet.basis(4)
wpp <- LSWPspec(x = sp500, lev = 4, bb = wb, wavelet = 'la8', smooth = TRUE, spa = 0.35)
       plot(wpp)

# }