RolWinMulCor (version 1.2.0)

plot_heatmap: Plot the outputs of rolwincor_heatmap and rolwinmulcor_heatmap as a heat map

Description

The plot_heatmap function plots the time series under study and the correlation coefficients and their respective p-values (corrected or not corrected) as a heat map for all possible window-lengths (i.e., from five to the number of elements in the time series under analysis) or for a band of window-lengths using the outputs of the functions rolwincor_heatmap (bi-variate case) and rolwinmulcor_heatmap (multi-variate case). The plot_heatmap function is highly flexible since this contains several parameters to control the plot output. We would highlight that only the first 12 parameters (and LWDtsX for the multi-variate case) must be defined by the users since the others parameters are defined by default. A list of parameters are described in the following lines.

Usage

plot_heatmap(inputdata, corcoefs, pvalues, left_win, righ_win, Rwidthwin, 
     KCASE="", typewidthwin="", widthwin_1=3, widthwin_N=dim(inputdata)[1], 
     varX="", varY="", rmltrd=TRUE, Scale=TRUE, coltsX=c("black"), coltsY="blue", 
     CEXLAB=1.15, CEXAXIS=1.05, LWDtsX=1, LWDtsY=1, NUMLABX=5, parcen=c(0.5,25))

Arguments

inputdata

Input data used in the functions rolwincor_heatmap or rolwinmulcor_heatmap.

corcoefs, pvalues

Correlation coefficients obtained from the functions rolwincor_heatmap or rolwinmulcor_heatmap (named Correlation_coefficients) and p-values obtained from the aforementioned functions (named P_values_corrected or P_values_not_corrected).

left_win, righ_win

These parameters are used to accommodate the times in the rolling window correlations and are obtained from the functions rolwincor_heatmap or rolwinmulcor_heatmap, which have the same names.

Rwidthwin

Contains the window-sizes where the rolling window correlations are estimated by the functions rolwincor_heatmap or rolwinmulcor_heatmap.

KCASE

This parameter is used to activate the cases: ``BIVAR'' for the bi-variate or ``MULVAR'' for the multi-variate, and this must be the same label as the one used in rolwincor_1win or rolwinmulcor_1win.

typewidthwin

``FULL'' is to estimate the windows from 2, 4, ..., to dim(inputdata)[1]) if Align is equal to ``left'' or ``right'', or from 3, 5,..., to dim(inputdata)[1]) if Align is ``center''. The other option is ``PARTIAL'', please you should take into account that widthwin_1 and widthwin_1 MUST be ODD if the Align option is ``center''.

widthwin_1

First value for the size (length) of the windows when the option typewidthwin= ``PARTIAL'' is selected, the minimum value is 3 (the default value), but you must define this parameter (please note that widthwin_1 < widthwin_N).

widthwin_N

Last value for the size (length) of the windows when the option typewidthwin= ``PARTIAL'' is selected, by default is dim(inputdata)[1], but you must define this parameter (please note that widthwin_1 < widthwin_N).

varX

Name of the ``first'' or independent variable, e.g. ``X'' (please note that ``X'' is a vector of one element if KCASE=``BIVAR'' and a vector of several elements if KCASE=``MULVAR''. For the multi-variate case the names for ``X'' (the independent variables) will be defined as: varX=paste(``X1'', ``X2'',..., sep='', '').

varY

Name of the ``second'' or dependent variable, e.g. ``Y''.

rmltrd

Remove (by default is ``TRUE''; ``FALSE'' otherwise) the linear trend in the time series under analysis.

Scale

Scale (by default is ``TRUE''; ``FALSE'' otherwise) is used to ``normalize'' or ``standardize'' the time series under analysis.

coltsX, coltsY

Colors to be used when the variables are plotted, for the bi-variate case by default are ``black'' for ``X'' and ``blue'' for ``Y'', but other colors can be used. For the multi-variate case, colors for the dependent (``Y'') and independent variables (``X'') MUST be provided (e.g. coltsX=c("red","blue",...), coltsY="black").

CEXLAB, CEXAXIS

These parameters are used to plot the sizes of the X-axis and Y-axis labels and X- and Y-axis, by default these parameters have values of 1.15 and 1.05, respectively, but it is possible to use other values.

LWDtsX, LWDtsY

Line-widths for the first and the second variable when these are plotted, for the bi-variate case by default these have values of 1, but other values (widths) can be used. For the multi-variate case and for the independent variables the line-widths MUST be provided (e.g. LWDtsX = c(1,2,...)).

NUMLABX

Number of labels for (all) the X's axis, by the default is 5, but it is possible to use other values.

parcen

These parameters contain two values: the first one is to control the position of the title, by default it is 0.5, but you should try with other close values to obtain the title centered, e.g. 0.4 or 0.8 (please avoid to use large values); the second value is to define the spaces between the names of variables, by default is 25 spaces, but you could try other values to fit properly the names of variables in the title. We use ``mtext'' to produce the title (please loot at R>?mtext for more information).

Value

Output: a heat map (via screen) of the correlation coefficients and their respective (corrected or not corrected) p-values.

Details

The plot_heatmap function plots the time series under study and the heat map for the correlation coefficients and their respective p-values (corrected or not corrected) for all possible window-lengths (i.e., from five to the number of elements in the time series under analysis) or for a band of window-lengths. plot_heatmap uses the outputs of the functions rolwincor_heatmap (bi-variate case) and rolwinmulcor_heatmap (multi-variate case).

References

Benjamini, Y., and Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society Series B, 57 (1), 289-300. <URL: 10.1111/j.2517-6161.1995.tb02031.x>.

Polanco-Mart<U+00ED>nez, J. M. (2019). Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods. Nonlinear Dynamics, 97(1), 369-389. <URL: https://doi.org/10.1007/s11071-019-04974-y>.

Polanco-Mart<U+00ED>nez, J. M. (2020). RolWinMulCor : an R package for estimating rolling window multiple correlation in ecological time series. Ecological Informatics, 60, 101163. <URL: 10.1016/j.ecoinf.2020.101163>.

Telford, R.: Running correlations -- running into problems (2013). <URL: https://quantpalaeo.wordpress.com/2013/01/04/>.

Examples

# NOT RUN {
######################################################################
# Testing the bi-variate case (heat map). Example: synthetic data! 
# Fig. 4 in Polanco-Mart<U+00ED>nez (2020) 
test_fun2 <- rolwincor_heatmap(syntDATA, varX="X", varY="Y",
                       CorMethod="spearman", typewidthwin="PARTIAL",
                       widthwin_1=11, widthwin_N=101, Align="center")
# Plotting the bi-variate case (heat map). Example: synthetic data! 
plot_heatmap(syntDATA, test_fun2$matcor, test_fun2$pvalscor, test_fun2$left_win, 
             test_fun2$righ_win, test_fun2$Windows, KCASE="BIVAR", 
             typewidthwin="PARTIAL", varX="X", varY="Y", widthwin_1=11, 
             widthwin_N=101)
######################################################################
# Testing the bi-variate case (heat map). Example: real-life ecological data
######################################################################
# Fig. 5 (left) in Polanco-Mart<U+00ED>nez (2020)
SST_PC1 <- rolwincor_heatmap(YX_ecological_data[,c(1,3,2)], varX="SST",
                 varY="PC1", CorMethod="spearman", typewidthwin="FULL", 
                 Align="center", pvalcorectmethod="BH")
# Plotting the bi-variate case (heat map). Example: real-life ecological data 
plot_heatmap(YX_ecological_data[,c(1,3,2)], SST_PC1$matcor, SST_PC1$pvalscor,
     SST_PC1$left_win, SST_PC1$righ_win, SST_PC1$Windows, KCASE="BIVAR",
     typewidthwin="FULL", varX="SST", varY="PC1", coltsX="red", CEXLAB=1.15,
     CEXAXIS=1.65, coltsY="black", LWDtsX=2, LWDtsY=2)
######################################################################
# Testing the multi-variate case (heat map). Example: real-life ecological data
######################################################################
# Fig. 6 in Polanco-Mart<U+00ED>nez (2020)
SST_TSI_PC1 <- rolwinmulcor_heatmap(YX_ecological_data, typewidthwin="FULL",
                                    Align="center", pvalcorectmethod="BH")
# Plotting the multi-variate case (heat map). Example: real-life ecological data
plot_heatmap(YX_ecological_data, SST_TSI_PC1$matcor, SST_TSI_PC1$pvalscor,
      SST_TSI_PC1$left_win, SST_TSI_PC1$righ_win, Rwidthwin=SST_TSI_PC1$Windows,
      KCASE="MULVAR", typewidthwin="FULL", varY="PC1", varX=c("SST", "TSI"),
      coltsY="black", coltsX=c("red", "orange"), CEXLAB=1.15, CEXAXIS=1.65,
      LWDtsX=rep(2,2), LWDtsY=2, parcen=c(0.45,15))
# }