Learn R Programming
quantspec (version 1.0-0)

plot-SmoothedPG: Plot the values of a SmoothedPG.

Description

Creates a K x K plot depicting a smoothed quantile periodogram. Optionally, the quantile periodogram on which the smoothing was performed, a simulated quantile spectral density, and pointwise confidence intervals 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 smoothed quantile periodogram (blue line),
  • the quanitle peridogram that was used for smoothing (gray line),
  • a simulated quantile spectral density (red line),
  • pointwise (asymptotic) confidence intervals (light gray area),
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 'SmoothedPG,ANY':
plot(x, plotPG = FALSE, qsd, ptw.CIs = 0.1,
  type.CIs = c("naive.sd", "boot.sd", "boot.full"), ratio = 3/2,
  widthlab = lcm(1), xlab = expression(omega/2 * pi), ylab = NULL,
  type.scaling = c("individual", "real-imaginary", "all"),
  frequencies = x@frequencies, levels = intersect(x@levels[[1]],
  x@levels[[2]]))

Arguments

x
The SmoothedPG object to plot
plotPG
a flag indicating weater the QuantilePG object associated with the SmoothedPG x is also to be plotted.
qsd
a QuantileSD object; will be plotted if not missing.
ptw.CIs
the confidence level for the confidence intervals to be displayed; must be a number from [0,1]; if null, then no confidence intervals will be plotted.
type.CIs
indicates the method to be used for determining the confidence intervals; the methods available are those provided by getPointwiseCIs-SmoothedPG.
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.
levels
a set of levels for which the values are to be plotted.

Value

  • Returns the plot described in the Description section.