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quantspec (version 1.0-0)

plot-QuantilePG: 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

## S3 method for class '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 eac
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.

Value

  • Returns the plot described in the Description section.