## Define evolutionary wavelet spectrum, structure only on level 2
Spec <- array(0, dim=c(3, 3, 8, 256))
Spec[1, 1, 2, ] <- 10
Spec[2, 2, 2, ] <- c(rep(5, 64), rep(0.6, 64), rep(5, 128))
Spec[3, 3, 2, ] <- c(rep(2, 128), rep(8, 128))
Spec[2, 1, 2, ] <- Spec[1, 2, 2, ] <- c(rep(0, 64), seq(0, 1, len = 128), rep(1, 64))
Spec[3, 1, 2, ] <- Spec[1, 3, 2, ] <- c(rep(-1, 128), rep(5, 128))
Spec[3, 2, 2, ] <- Spec[2, 3, 2, ] <- -0.5
EWS <- mvLSW(spectrum = Spec, filter.number = 1, family = "DaubExPhase",
min.eig.val = NA)
## Sample time series and estimate the EWS and coherence.
set.seed(10)
X <- rmvLSW(Spectrum = EWS)
EWS_X <- mvEWS(X, kernel.name = "daniell", kernel.param = 20)
RHO_X <- coherence(EWS_X, partial = FALSE)
## Evaluate asymptotic spectral variance & 95% confidence interval
SpecVar <- varEWS(EWS_X)
Q025 <- Asymp_Quantile(object = EWS_X, var = SpecVar, prob = 0.025)
Q975 <- Asymp_Quantile(object = EWS_X, var = SpecVar, prob = 0.975)
## Plot evolutionary wavelet spectrum between signals 1 & 3 at level 2
plot(x = EWS_X, style = 1, info = c(1, 3, 2), Int.lower = Q025, Int.upper = Q975)
## Plot coherence between signals 1 & 3 at level 2
plot(x = RHO_X, style = 1, info = c(1, 3, 2), ylab = "Coherence")
## Evolutionary wavelet spectrum panel plot for level 2
plot(x = EWS_X, style = 2, info = 2, Int.lower = Q025, Int.upper = Q975)
## Panel plot of coherence for level 2
plot(x = RHO_X, style = 2, info = 2, diag = FALSE, ylab = "Coherence")
## Plot evolutionary wavelet spectrum for signal pair 1 & 3 at all levels
plot(x = EWS_X, style = 3, info = c(1, 3), Int.lower = Q025, Int.upper = Q975)
## Plot coherence for signal pair 1 & 3 at all levels
plot(x = RHO_X, style = 3, info = c(1, 3), ylab = "Coherence")
## Image plot for coherence between signals 1 & 3
plot(x = RHO_X, style = 4, info = c(1, 3), sub = "Coherence")
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