wtc {biwavelet} | R Documentation |
Compute wavelet coherence
Description
Compute wavelet coherence
Usage
wtc(
d1,
d2,
pad = TRUE,
dj = 1/12,
s0 = 2 * dt,
J1 = NULL,
max.scale = NULL,
mother = "morlet",
param = -1,
lag1 = NULL,
sig.level = 0.95,
sig.test = 0,
nrands = 300,
quiet = FALSE
)
Arguments
d1 |
Time series 1 in matrix format ( |
d2 |
Time series 2 in matrix format ( |
pad |
Pad the values will with zeros to increase the speed of the transform. |
dj |
Spacing between successive scales. |
s0 |
Smallest scale of the wavelet. |
J1 |
Number of scales - 1. |
max.scale |
Maximum scale. Computed automatically if left unspecified. |
mother |
Type of mother wavelet function to use. Can be set to
|
param |
Nondimensional parameter specific to the wavelet function. |
lag1 |
Vector containing the AR(1) coefficient of each time series. |
sig.level |
Significance level. |
sig.test |
Type of significance test. If set to 0, use a regular
|
nrands |
Number of Monte Carlo randomizations. |
quiet |
Do not display progress bar. |
Value
Return a biwavelet
object containing:
coi |
matrix containg cone of influence |
wave |
matrix containing the cross-wavelet transform |
wave.corr |
matrix containing the bias-corrected cross-wavelet transform
using the method described by |
power |
matrix of power |
power.corr |
matrix of bias-corrected cross-wavelet power using the method described
by |
rsq |
matrix of wavelet coherence |
phase |
matrix of phases |
period |
vector of periods |
scale |
vector of scales |
dt |
length of a time step |
t |
vector of times |
xaxis |
vector of values used to plot xaxis |
s0 |
smallest scale of the wavelet |
dj |
spacing between successive scales |
d1.sigma |
standard deviation of time series 1 |
d2.sigma |
standard deviation of time series 2 |
mother |
mother wavelet used |
type |
type of |
signif |
matrix containing |
Note
The Monte Carlo randomizations can be extremely slow for large datasets. For instance, 1000 randomizations of a dataset consisting of 1000 samples will take ~30 minutes on a 2.66 GHz dual-core Xeon processor.
Author(s)
Tarik C. Gouhier (tarik.gouhier@gmail.com)
Code based on WTC MATLAB package written by Aslak Grinsted.
References
Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier, and N. C. Stenseth. 2008. Wavelet analysis of ecological time series. Oecologia 156:287-304.
Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.
Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.
Torrence, C., and P. J. Webster. 1998. The annual cycle of persistence in the El Nino/Southern Oscillation. Quarterly Journal of the Royal Meteorological Society 124:1985-2004.
Veleda, D., R. Montagne, and M. Araujo. 2012. Cross-Wavelet Bias Corrected by Normalizing Scales. Journal of Atmospheric and Oceanic Technology 29:1401-1408.
Examples
t1 <- cbind(1:100, rnorm(100))
t2 <- cbind(1:100, rnorm(100))
## Wavelet coherence
wtc.t1t2 <- wtc(t1, t2, nrands = 10)
## Plot wavelet coherence and phase difference (arrows)
## Make room to the right for the color bar
par(oma = c(0, 0, 0, 1), mar = c(5, 4, 4, 5) + 0.1)
plot(wtc.t1t2, plot.cb = TRUE, plot.phase = TRUE)