costat (version 2.4.1)

plot.csFSSgr: Produce plots from a csFSSgr object.

Description

A csFSS object contains a set of solutions obtained from a series of optimizations. Each solution corresponds to a time-varying linear combination of two time series (or rather the wavelet coefficients of such combinations) where the combination has found to be stationary and the optimizer that got there converged. Often one wishes to interrogate the results, such as seeing how the solutions cluster, or what their low-dimensional scaling solution projection looks like, such analyses are produced by the COEFbothscale function and the whole plot is marshalled by the plot.csFSS function.

Usage

# S3 method for csFSSgr
plot(x, plotclust = TRUE, plotscale = TRUE, sollabels=FALSE, ...)

Value

None.

Arguments

x

The csFSSgr object to be plotted.

plotclust

If TRUE then the dendrogram clustering is plotted, if FALSE it is not.

plotscale

If TRUE then the scaling solution picture is plotted, if FALSE it is not.

sollabels

If TRUE then solution numbers are plotted on the scaling plot, if produced.

...

Other arguments to plot.

Author

G.P. Nason

References

Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.

Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.

See Also

plot.csFSS

Examples

#
# This function is a helper function for plot.csFSS so see the example there.
#