plot.modwt: Plot MODWT Coefficients

Description

Plot MODWT wavelet and scaling coefficients.

Usage

# S3 method for modwt
plot(x, levels = NULL, draw.boundary = FALSE, type = "stack",
col.plot = "black", col.boundary = "red", X.xtick.at = NULL, X.ytick.at
= NULL, Stack.xtick.at = NULL, Stack.ytick.at = NULL, X.xlab = "t",
y.rlabs = TRUE, plot.X = TRUE, plot.W = TRUE, plot.V = TRUE, ...)

Arguments

An object of class dwt.

levels

Number, vector, or list of two vectors indicating range of levels to plot. See details.

draw.boundary

Logical value indicating whether to draw boundary coefficients.

type

Type of plot to draw. Currently only "stack" is implemented.

col.plot

Color of wavelet and scaling coefficients.

col.boundary

Color of boundary coefficient lines.

X.xtick.at

Vector specifying the extreme tick mark locations and the number of intervals between those extreme tick marks on the horizontal axis of the plot of the original times series. This vector takes the form similar to par("xaxp"), and is defaulted to par("xaxp") when X.xtick.at is not specified.

X.ytick.at

Vector specifying the extreme tick mark locations and the number of intervals between those extreme tick marks on the vertical axis of the plot of the original times series. This vector takes the form similar to par("yaxp"), and is defaulted to par("yaxp") when X.ytick.at is not specified.

Stack.xtick.at

Vector of form similar to X.xtick.at specifying the tick mark locations on the horizontal axis of the stacked plot. This is applicable only if plot.X is FALSE.

Stack.ytick.at

Vector of form similar to X.ytick.at specifying the tick mark locations on the vertical axis of the stacked plot. This is applicable only if plot.X is FALSE.

X.xlab

String specifying the label of the horizontal axis of the plot of the original time series.

y.rlabs

Logical flag indicating whether to draw the vertical labels on the right vertical axis of the stacked plot. These labels indicate the number of boundary coefficients to the right of the right boundary line, and the level of decomposition of the wavelet (or scaling) coefficients.

plot.X

Logical flag indicating whether to draw original time series.

plot.W

Logical flag indicating whether to draw the wavelet coefficients in the stacked plot.

plot.V

Logical flag indicating whether to draw the scaling coefficients in the stacked plot.

...

Additional paramters that are acceptable arguments to the generic plot function

Details

plot.modwt plots the MODWT wavelet and scaling coefficients. The type parameter species the type of plot, which is currently only stack. If the MODWT object is defined for multiple time series, only the data pertaining to the first time series of the MODWT object is plotted. Thus, only the wavelet coefficients and scaling coefficients of the first time series of the MODWT object will be plotted. If a single number is specified for levels, then the wavelet coefficients of levels 1 through levels will be plotted. Otherwise, a vector or the first element of a list will specify which levels of the wavelet coefficients will be plotted. Unless specified in the second element of a list, only one level of scaling coefficients will be plotted and this level is equal to the highest level of the wavelet coefficients plotted.

For each respective axis, the distance between a tick mark on the plot of the original time series is equivalent to the distance between a tick mark on the stacked plot. Thus, when altering the relative spacing of the tick marks on the plot of the original time series using X.xtick.at or X.ytick.at, the tick marks of the stacked plot are automatically adjusted. If the plot of the original time series is not drawn, then the user can alter the spacing of the tick marks using Stack.xtick.at and Stack.ytick.at for the horizontal and vertical axes, respectively.

One of plot.W or plot.V must be TRUE.

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.

Examples

Run this code

# NOT RUN {
X <- rnorm(2048)
modwtobj <- modwt(X)

# Plotting wavelet coefficients at levels 1 through 6 and scaling
# coefficients at level 6.
plot.modwt(modwtobj, levels = 6)

# Plotting wavelet coefficients of levels 1, 3, 5, and scaling
# coefficients of levels 4 and 5, and green boundary coefficients
# lines.
plot.modwt(modwtobj, levels = list(c(1,3,5),c(4,5)), draw.boundary =
TRUE, col.boundary = "green")

# Plotting wavelet coefficients at level 1 through 6 and not plotting
# any scaling coefficients.
plot.modwt(modwtobj, levels = 6, plot.V = FALSE)
# }