pastecs (version 1.0-2)

AutoD2: AutoD2, CrossD2 or CenterD2 analysis of a multiple time-series

Description

Compute and plot multiple autocorrelation using Mahalanobis generalized distance D2. AutoD2 uses the same multiple time-series. CrossD2 compares two sets of multiple time-series having same size (same number of descriptors). CenterD2 compares subsamples issued from a single multivariate time-series, aiming to detect discontinuities.

Usage

AutoD2(series, lags=c(1, nrow(series)/3), step=1, plotit=TRUE,
        add=FALSE, ...)
CrossD2(series, series2, lags=c(1, nrow(series)/3), step=1,
        plotit=TRUE, add=FALSE, ...)
CenterD2(series, window=nrow(series)/5, plotit=TRUE, add=FALSE,
        type="l", level=0.05, lhorz=TRUE, lcol=2, llty=2, ...)

Arguments

series

regularized multiple time-series

series2

a second set of regularized multiple time-series

lags

minimal and maximal lag to use. By default, 1 and a third of the number of observations in the series respectively

step

step between successive lags. By default, 1

window

the window to use for CenterD2. By default, a fifth of the total number of observations in the series

plotit

if TRUE then also plot the graph

add

if TRUE then the graph is added to the current figure

type

The type of line to draw in the CenterD2 graph. By default, a line without points

level

The significance level to consider in the CenterD2 analysis. By default 5%

lhorz

Do we have to plot also the horizontal line representing the significance level on the graph?

lcol

The color of the significance level line. By default, color 2 is used

llty

The style for the significance level line. By default: llty=2, a dashed line is drawn

...

additional graph parameters

Value

• An object of class 'D2' which contains:
• lag
  The vector of lags
• D2
  The D2 value for this lag
• call
  The command invoked when this function was called
• data
  The series used
• type
  The type of 'D2' analysis: 'AutoD2', 'CrossD2' or 'CenterD2'
• window
  The size of the window used in the CenterD2 analysis
• level
  The significance level for CenterD2
• chisq
  The chi-square value corresponding to the significance level in the CenterD2 analysis
• units.text
  Time units of the series, nicely formatted for graphs

WARNING

If data are too heterogeneous, results could be biased (a singularity matrix appears in the calculations).

References

Cooley, W.W. & P.R. Lohnes, 1962. Multivariate procedures for the behavioural sciences. Whiley & sons. Dagn�lie, P., 1975. Analyse statistique � plusieurs variables. Presses Agronomiques de Gembloux. Ibanez, F., 1975. Contribution � l'analyse math�matique des �v�nements en �cologie planctonique: optimisations m�thodologiques; �tude exp�rimentale en continu � petite �chelle du plancton c�tier. Th�se d'�tat, Paris VI. Ibanez, F., 1976. Contribution � l'analyse math�matique des �v�nements en �cologie planctonique. Optimisations m�thodologiques. Bull. Inst. Oc�anogr. Monaco, 72:1-96. Ibanez, F., 1981. Immediate detection of heterogeneities in continuous multivariate oceanographic recordings. Application to time series analysis of changes in the bay of Villefranche sur mer. Limnol. Oceanogr., 26:336-349. Ibanez, F., 1991. Treatment of the data deriving from the COST 647 project on coastal benthic ecology: The within-site analysis. In: B. Keegan (ed), Space and time series data analysis in coastal benthic ecology, p 5-43.

See Also

mahalanobis, acf

Examples

data(marphy)
marphy.ts <- as.ts(as.matrix(marphy[, 1:3]))
AutoD2(marphy.ts)
marphy.ts2 <- as.ts(as.matrix(marphy[, c(1, 4, 3)]))
CrossD2(marphy.ts, marphy.ts2)
# This is not identical to:
CrossD2(marphy.ts2, marphy.ts)
marphy.d2 <- CenterD2(marphy.ts, window=16)
lines(c(17, 17), c(-1, 15), col=4, lty=2)
lines(c(25, 25), c(-1, 15), col=4, lty=2)
lines(c(30, 30), c(-1, 15), col=4, lty=2)
lines(c(41, 41), c(-1, 15), col=4, lty=2)
lines(c(46, 46), c(-1, 15), col=4, lty=2)
text(c(8.5, 21, 27.5, 35, 43.5, 57), 11, labels=c("Peripheral Zone", "D1",
        "C", "Front", "D2", "Central Zone")) # Labels
time(marphy.ts)[marphy.d2$D2 > marphy.d2$chisq]