plot_modwt_coef2.m

时间序列分析中很用的源码,书的原名为时间序列分析的小波方法.

function [hXplotAxes, hWplotAxes] = plot_modwt_coef2(WJt, VJ0t, X, w_att, ...
                                                  title_str, xaxis, xlabel_str, ...
                                                  WplotAxesProp, XplotAxesProp, ...
                                                  J0, level_range, plotOpts, ...
                                                  masterPlotFrame, xaxis_range, scale_str)
% plot_modwt_coef2 -- Plot the MODWT wavelet and scaling coefficients and the original time series (individual subplots version).

%
%****f* wmtsa.dwt/plot_modwt_coef2
%
% NAME
%   plot_modwt_coef2 -- Plot the MODWT wavelet and scaling coefficients and the 
%                     original time series (individual subplots version).
% SYNOPSIS
%   [hWplotAxes, hXplotAxes] = plot_modwt_coef2(WJt, VJ0t, [X], w_att, ... 
%                                   [title_str], [xaxis], [xlabel_str], ...
%                                   [WplotAxesProp], [XplotAxesProp], ...
%                                   [J0], [level_range], [plotOpts], ...
%                                   [masterPlotFrame], [xaxis_range], [scale_str])
%   [hWplotAxes, hXplotAxes] = plot_modwt_coef2(WJt,   [], [X], w_att, ...
%                                   [title_str], [xaxis], [xlabel_str], ...
%                                   [WplotAxesProp], [XplotAxesProp], ...
%                                   [J0], [level_range], [plotOpts], ...
%                                   [masterPlotFrame], [xaxis_range], [scale_str])
%   [hWplotAxes, hXplotAxes] = plot_modwt_coef2([],  VJ0t, [X], w_att, ...
%                                   [title_str], [xaxis], [xlabel_str], ...
%                                   [WplotAxesProp], [XplotAxesProp], ...
%                                   [J0], [level_range], [plotOpts], ...
%                                   [masterPlotFrame], [xaxis_range], [scale_str])
%
% INPUTS
%   WJt           =  NxJ array of MODWT wavelet coefficents
%                    where N = number of time intervals,
%                          J = number of levels
%   VJ0t          =  Nx1 vector of MODWT scaling coefficients at level J0.
%   X             =  (optional) vector of observations of size N.
%   * w_att        -- MODWT transform attributes (struct).
%   title_str     =  (optional) character string or cell array of strings containing title of plot.
%   xaxis         =  (optional) vector of values to use for plotting x-axis.
%   xlabel_str    =  (optional) character string or cell array of strings containing label x-axis.
%   WplotAxesProp =  (optional) structure containing axes property values to
%                    override for W subplot.
%   XplotAxesProp =  (optional) structure containing axes property values to
%                    override for X subplot.
%   J0            =  (optional) override value of J0, if J ~= J0 or
%                    if max(level_range) ~= J0.
%   level_range   =  (optional) number or range of numbers indicating subset of
%                    levels (j's) to plot.
%   plotOpts      =  (optional) structure containing plot options.
%   masterPlotFrame = (optional) structure containing coordinates to 
%                     place X and W plots.
%   xaxis_range   =  (optional) range of xaxis values to plot.
%   scale_str     =  (optional) character cell array of strings containing
%                    physcial scale values of levels to label left y-axis of W plot.
%
% OUTPUTS
%   hWplotAxes    =  (optional) handle to axes for MODWT coefficients (W) subplot.
%   hXplotAxes    =  (optional) handle to axes for original data series (X) subplot.
%
% SIDE EFFECTS
%   1. If plotting VJ0t, without WJt (i.e. WJt = []), must specify a value for
%      J0; otherwise error.
%   2. If a level_range is specified, must provide a value for J0; otherwise
%      error.
%   3. Either WJt or VJ0t,  or both WJt and VJ0t may be specified'; otherwise
%      error.
%
% DESCRIPTION
%   plot_modwt_coef plots the MODWT coefficients and optionally the original
%   data series, each as indivual subplots.  It is similar to plot_modwt_coef
%   but differs in that thate wavelet coefficeints at each level and scaling 
%   coefficients at J0 level are plotted on their individual plot axes.
%   By default, the Y-axis of each level is scaled to min and max values
%   of the coefficients at that level.
%
%   Either or both the MODWT wavelet and scaling coefficients
%   may be plotted.  The MODWT coefficients are circularly shifted at each
%   level so as to properly align the coefficients with the original data
%   data series.
%
%   By default, the wavelet coefficients (WJt) and scaling coefficient at
%   level J0 (VJ0t) are plotted.  A subrange of wavelet coefficient levels
%   may be specified by via the parameter, level_range = [lower:upper]
%
%   By default, the boundaries demarcing the circularly shifted MODWT
%   coefficients influenced by the circularity conditions are plot.  
%   Plotting of the boundaries may be toggled off.
%
%   By default, the mean value of VJ0t is subtracted from VJ0t, so that
%   when plotting a data series with large mean offsets, the VJ0t level
%   does not dominate the Wplot.
%
%   Defaults for plotOpts:
%     plotOpts.PlotMODWTBoundary = 1;
%     plotOpts.PlotWJt = 1;
%     plotOpts.PlotVJ0t = 1;
%     plotOpts.PlotX = 1;
%     plotOpts.SubtractMeanVJ0t = 1;
%
% EXAMPLE
%    [WJt, VJ0t] = modwt(X, 'la8', 10, 'reflection');
%    plot_modwt_coef(WJt, VJ0t, X, 'la8');
%
% NOTES
%
%
% TODO
%    Plotting of MODWT Boundaries is not currently implement.
%
% REFERENCES
%
%
% SEE ALSO
%   plot_modwt_coef, modwt, modwt_filter, overplot_modwt_cir_shift_coef_bdry,
%

% AUTHOR
%   Charlie Cornish
%
% CREATION DATE
%   2004/02/17
%
% COPYRIGHT
%
%
% CREDITS
%
%
% REVISION
%   $Revision: 612 $
%
%***

% $Id: plot_modwt_coef2.m 612 2005-10-28 21:42:24Z ccornish $

% Initialize constants and other parameters
ylabel_xoffset = .015;

% Master Plot Frame - contains all subplot
default_masterPlotFrame.left = .15;
default_masterPlotFrame.bottom = .11;
default_masterPlotFrame.width = .775;
default_masterPlotFrame.height = .805;
default_masterPlotFrame.subplot_yspacing = .010;

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Check Input Arguments
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if nargerr(mfilename, nargin, [1:15], nargout, [0:2])
  error_str = ['Usage:  [hWplotAxes, hXplotAxes] = ', mfilename, ...
               '(WJt, VJ0t, [X], w_att' ...
               ', [title_str], [xaxis], [xaxis_label]', ...
               ', [WplotAxesProp], [XplotAxesProp]' ...
               ', [J0], [level_range], [plotOpts], ', ...
               ', [masterPlotFrame], [xaxis_range], [scale_str])'];
  error(error_str);
end


if (~exist('w_att', 'var') || isempty(w_att) )
  error('Must specify the MODWT attribute structure.');
end  

wtfname = w_att.WTF;
NX  = w_att.NX;
N = NX;
NW = w_att.NW;
J0 = w_att.J0;
boundary = w_att.Boundary;

%% Get a valid wavelet transform filter coefficients struct.
if (ischar(wtfname))
  try
    [wtf_s] = modwt_filter(wtfname);
  catch
    rethrow(lasterror);
  end
else
  error('WMTSA:invalidWaveletTransformFilter', ...
        encode_errmsg('WMTSA:invalidWaveletTransformFilter', wmtsa_err_table, 'wtf'));
end
  
wtfname = wtf_s.Name;
g = wtf_s.g;
h = wtf_s.h;
L = wtf_s.L;

% Initialize and set the plot options

plot_WJt = 0;
plot_VJ0t = 0;
plot_X = 0;
plot_modwt_boundary = 1;
subtract_mean_VJ0t = 1;

if (exist('WJt', 'var') && ~isempty(WJt) )
  plot_WJt = 1;
end  

if (exist('VJ0t', 'var') && ~isempty(VJ0t) )
  plot_VJ0t = 1;
end

if (exist('X', 'var') && ~isempty(X) )
  plot_X = 1;
end

if (~exist('plotOpts', 'var'))
  plotOpts = [];
end

if (isfield(plotOpts, 'PlotWJt'))
  if (plotOpts.PlotWJt)
    plot_WJt = 1;
  else
    plot_WJt = 0;
  end
end

if (isfield(plotOpts, 'PlotVJ0t'))
  if (plotOpts.PlotVJ0t)
    plot_VJ0t = 1;
  else
    plot_VJ0t = 0;
  end
end

if (isfield(plotOpts, 'PlotX'))
  if (plotOpts.PlotX)
    plot_X = 1;
  else
    plot_X = 0;
  end
end

if (plot_WJt == 0 && plot_VJ0t == 0)
  error('Must specify either WJt or VJ0t, or both for plotting');
end

if (isfield(plotOpts, 'PlotMODWTBoundary'))
  if (plotOpts.PlotMODWTBoundary)
    plot_modwt_boundary = 1;
  else
    plot_modwt_boundary = 0;
  end    
end

if (isfield(plotOpts, 'SubtractMeanVJ0t'))
  if (plotOpts.SubtractMeanVJ0t)
    subtract_mean_VJ0t = 1;
  else
    subtract_mean_VJ0t = 0;
  end    
end


if (~exist('level_range', 'var') || isempty(level_range))
  level_range = [];
else
  if (argterr(mfilename, level_range, 'int') ~= 0)
    error(['level_range must be int']);
  end
end


% Initialized and override masterPlotFrame

if (~exist('masterPlotFrame', 'var') || isempty(masterPlotFrame))
  masterPlotFrame = default_masterPlotFrame;
else
  if (~isfield(masterPlotFrame, 'left'))
    masterPlotFrame.left = default_masterPlotFrame.left;
  end
  if (~isfield(masterPlotFrame, 'bottom'))
    masterPlotFrame.bottom = default_masterPlotFrame.bottom;
  end
  if (~isfield(masterPlotFrame, 'width'))
    masterPlotFrame.width = default_masterPlotFrame.width;
  end
  if (~isfield(masterPlotFrame, 'height'))
    masterPlotFrame.height = default_masterPlotFrame.height;
  end
  if (~isfield(masterPlotFrame, 'wsubplot_yspacing'))
    masterPlotFrame.subplot_yspacing = default_masterPlotFrame.subplot_yspacing;
  end
end

if (~exist('scale_str', 'var') || isempty(scale_str))
  scale_str = [];
end


% Initial default values for the W (coefficients) plot frame.
WplotFrame.left = masterPlotFrame.left;
WplotFrame.bottom = masterPlotFrame.bottom;