plot-QuantilePG {quantspec}

Plot the values of the QuantilePG.

Description

Creates a K x K plot depicting a quantile periodogram. Optionally, a simulated copula spectral density can be displayed. In each of the subplots either the real part (on and below the diagonal; i. e., \tau_1 \leq \tau_2) or the imaginary parts (above the diagonal; i. e., \tau_1 > \tau_2) of

• the quantile periodogram (black line),

• a simulated quantile spectral density (red line),

for the combination of levels \tau_1 and \tau_2 denoted on the left and bottom margin of the plot are displayed.

Usage

## S4 method for signature 'QuantilePG,ANY'
plot(
  x,
  qsd,
  ratio = 3/2,
  widthlab = lcm(1),
  xlab = expression(omega/2 * pi),
  ylab = NULL,
  type.scaling = c("individual", "real-imaginary", "all"),
  frequencies = x@frequencies[-which(x@frequencies == 0)],
  levels = intersect(x@levels[[1]], x@levels[[2]])
)

Arguments

x

The QuantilePG object to plot

qsd

a QuantileSD object; will be plotted if not missing.

ratio

quotient of width over height of the subplots; use this parameter to produce landscape or portrait shaped plots.

widthlab

width for the labels (left and bottom); default is lcm(1), cf. layout.

xlab

label that will be shown on the bottom of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).

ylab

label that will be shown on the left side of the plots; can be an expression (for formulas), characters or NULL to force omission (to save space).

type.scaling

a method for scaling of the subplots; currently there are three options: "individual" will scale each of the K^2 subplots to minimum and maximum of the values in that plot, "real-imaginary" will scale each of the subplots displaying real parts and each of the subplots displaying imaginary parts to the minimum and maximum of the values display in these subportion of plots. The option "all" will scale the subplots to the minimum and maximum in all of the subplots.

frequencies

a set of frequencies for which the values are to be plotted; default is all available frequencies but 0; if 0 is the only available frequency, then only 0 will be used.

levels

a set of levels for which the values are to be plotted.

Details

Currently, only the plot for the first component is shown.

Value

Returns the plot described in the Description section.