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quantspec (version 1.2-4)

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

# S4 method for 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)
)

Value

Plots the simulated quantile spectral density for all

frequencies and levels specified.

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.

Details

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