plot.LSWPspec {LSWPlib} | R Documentation |
Plot for Objects of Class LSWPspec
Description
plot.LSWPspec
returns the plot for objects of class "LSWPspec"
, typically (but not exclusively) a wavelet packet spectral estimate.
Usage
## S3 method for class 'LSWPspec'
plot(x, y, ...)
Arguments
x |
an object of class lswpspec. |
y |
not used, is set to |
... |
not currently used. |
Details
This function implements the plot
method for objects of class "LSWPspec"
. It is mainly used to plot spectral estimates returned by LSWPspec
.
The label of the vertical axis uses the wavelet packet basis index notation p = 1,2,...,|b|
, where |b| is the number of packets in a wavelet
packet basis as defined in Cardinali and Nason (2017). The label of the horizontal axis is the time index.
Value
A plot of the time-varying spectral estimates.
Author(s)
Alessandro Cardinali
References
A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.
See Also
Examples
wb <- get.wavelet.basis(4)
wpp <- LSWPspec(x = sp500, lev = 4, bb = wb, wavelet = 'la8', smooth = TRUE, spa = 0.35)
plot(wpp)