WaveletComp (version 1.0)

wc.angle: Plot arrows into a cross-wavelet or wavelet coherency spectrum

Description

It adds arrows as symbolic indicators of phase-differences into a cross-wavelet spectrum or wavelet coherency spectrum of two time series.

In particular, the area to be filled with arrows can be determined in several ways: to reflect significance (at a given level) with respect to cross-wavelet power, wavelet coherency, or individual wavelet power, and/or to flag a high-value region ("high" according to a given level) with respect to cross-wavelet power (coherency values, respectively).

There is an option to choose "smoothed" arrows (phase differences) for plotting; these have been computed from smoothing filters as defined in analyze.coherency.

The name and layout were inspired by a similar function developed by Huidong Tian and Bernard Cazelles (archived R package WaveletCo). The code for the arrow design to reflect phase differences has been adopted from Huidong Tian.

Usage

wc.angle(WC = WC, use.sAngle = T, p = 1,  which.lvl = "wp", lvl = 0,  which.sig = which.lvl, siglvl = 0.05,  col.arrow = "black")

Arguments

WC

an object of class analyze.coherency

use.sAngle

Use smoothed version of phase-difference to plot arrows? Logical. Default: FALSE.

p

Which area should be filled with arrows displaying phase-differences?

	p=0	:
area with high values of which.lvl only
	(cf. lvl)
p=1	:	area of significance of which.sig only
(cf. siglvl)		p=2
:	area with both high values and significance

Default: 1

which.lvl

Which spectrum should be used to restrict the area of arrows according to its level?

	"wp"	:
cross-wavelet power		"wp"

Default: "wp"

lvl

minimum level of cross-wavelet power (or wavelet coherency) within the area of arrows (if p=0 or 2). Default: 0.

which.sig

Which spectrum and corresponding p-values should be used to restrict the area of arrows according to significance?

	"wp"	:
cross-wavelet power (default)		"wc"
:	wavelet coherence

Default: which.lvl

siglvl

level of significance referring to which.sig (if p=1 or 2).

Default: 0.05

col.arrow

color of arrows. Default: "black".

References

Aguiar-Conraria L., and Soares M.J., 2011. Business cycle synchronization and the Euro: A wavelet analysis. Journal of Macroeconomics 33 (3), 477--489.

Aguiar-Conraria L., and Soares M.J., 2011. The Continuous Wavelet Transform: A Primer. NIPE Working Paper Series 16/2011.

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

Liu P.C., 1994. Wavelet spectrum analysis and ocean wind waves. In: Foufoula-Georgiou E., and Kumar P., (eds.), Wavelets in Geophysics, Academic Press, San Diego, 151--166.

Tian, H., and Cazelles, B., 2012. WaveletCo. Available at http://cran.r-project.org/src/contrib/Archive/WaveletCo/, archived April 2013; accessed July 26, 2013.

Torrence C., and Compo G.P., 1998. A practical guide to wavelet analysis. Bulletin of the American Meteorological Society 79 (1), 61--78.

Veleda D., Montagne R., and Araujo M., 2012. Cross-Wavelet Bias Corrected by Normalizing Scales. Journal of Atmospheric and Oceanic Technology 29, 1401--1408.

See Also

analyze.coherency, wc.image, arrow