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quantspec (version 1.0-0)

plot-QuantileSD: Plot the values of the QuantileSD.

Description

Creates a K x K plot depicting a quantile spectral density. 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 spectral density (red line),
  • the means of the quantile periodograms used in the simulation (black 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 'QuantileSD,ANY':
plot(x, ratio = 3/2, widthlab = lcm(1),
  xlab = expression(omega/2 * pi), ylab = NULL, frequencies = 2 * pi *
  (1:(floor(x@N/2)))/x@N, levels = getLevels(x, 1))

Arguments

x
The QuantileSD to plot
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).
frequencies
a set of frequencies for which the values are to be plotted.
levels
a set of levels for which the values are to be plotted.

Value

  • Plots the simulated quantile spectral density for all frequencies and levels specified.