R: Wavelet Sample Coherency

wco {sowas}

R Documentation

Wavelet Sample Coherency

Description

This funtion estimates the wavelet coherency of two time series objects with the Morlet wavelet.

Usage

wco(ts1, ts2, s0 = 1, noctave = 5, nvoice = 10, w0 = 2*pi, sw = 0, tw =
0, swabs = 0, siglevel = 0.95, arealsiglevel = 0.9, kernel = 0, markt =
-999, marks = -999, sqr = FALSE, phase = TRUE, plot = TRUE, units = "",
device = "screen", file = "wcoh", split = FALSE, color = TRUE, pwidth =
10, pheight = 7, labsc = 1, labtext = "", sigplot = 3)

Arguments

`ts1`	first time series object to be transformed
`ts2`	second time series object to be transformed
`s0`	lowest calculated scale in units of the time series
`noctave`	number of octaves
`nvoice`	number of voices per octave
`w0`	time/frequency resolution omega0
`sw`	length of smoothing window in scale direction is 2swnvoice+1
`tw`	length of smoothing window in time direction is 2stw+1
`swabs`	length of smoothing window in scale direction at scale s is 2*swabs+1
`siglevel`	significance level. Eg. 0.9, 0.95 or 0.99. When set to zero, no significance test is performed. At the moment, only 0.90, 0.95 and 0.99 are possible.
`arealsiglevel`	significance level of the areawise test; currently only for siglevel=0.9 and for arealsiglevel=0.9 possible, i.e. 90 percent of the area of false positive patches is sorted out
`kernel`	bitmap of the reproducing kernel; if not provided, it will be calculated during the areawise test
`markt`	vector of times to be marked by vertical dotted lines; when set to -999 (default), no lines are plotted.
`marks`	vector of scales to be marked by horizontal dotted lines; when set to -999 (default), no lines are plotted.
`sqr`	If TRUE, the squared coherency is given. Default: FALSE
`phase`	TRUE when phase calculation desired
`plot`	TRUE when graphical output desired
`units`	character string giving units of the data sets. Default: ""
`device`	"screen" or "ps"
`file`	character string giving filename of graphical output without extension
`split`	when TRUE, modulus and phase are splitted into two files; default: FALSE
`color`	TRUE (default): color plot, FALSE: gray scale
`pwidth`	width of plot in cm
`pheight`	height of plot in cm
`labsc`	scale of labels, default: 1, for two-column manuscripts: 1.5, for presentations: >2
`labtext`	puts a label in upper left corner of the plot
`sigplot`	0: no significance test plotted, 1: results from pointwise test, 2: results from areawise test, 3: results from both tests

Details

The default of sw and tw is set to zero to avoid uncritical use of the function (the sample coherency makes sense only for sw or tw >0). A pointwise significance test is performed agaist an almost process independent background spectrum. If arealsiglevel=0.9, an areawise significance test is performed, that sorts out 90 percent of the area of false positive patches. The cone of influence is marked by black lines. Values outside the cone of influence should be interpreted very carefully, as they result from a significant contribution of zero padding at the beginning and the end of the time series. For a better visualization, additional dotted lines marking distinct times or scales might be plotted by providing the vectors markt and marks. The function returns an object of type "wt", that might be directly plotted by the plot function.

Value

`modulus`	here: wavelet sample coherency of dimension [length(intersection of ts1 and ts2)]x[nvoice*noctave+1]
`phase`	Matrix of phase of wavelet sample cross spectrum, same dimension as modulus
`s0`	lowest calculated scale in units of the time series
`noctave`	number of octaves
`nvoice`	number of voices per octave
`w0`	time/frequency resolution omega0
`time`	vector of times of length(intersection of ts1 and ts2)
`scales`	vector of scales of length nvoice*noctave+1
`critval`	scale independent critical value
`at`	time/scale matrix of areawise significant patches
`kernel`	bitmap of reproducing kernel

Note

Author(s)

D. Maraun

References

D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004

Examples

##
data(air)
data(nino3)

# Coherency without smoothing makes no sense:
wcoairnino3 <- wco(air,nino3,s0=0.5,noctave=5,nvoice=10,sw=0,units="years")

# This looks already better:
wcoairnino3 <- wco(air,nino3,s0=0.5,noctave=5,nvoice=10,sw=0.5,units="years",arealsiglevel=0)

[Package sowas version 0.93 Index]