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.

WplotFrame.width = masterPlotFrame.width;
WplotFrame.height = masterPlotFrame.height;
  
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Transform data for plotting
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if (plot_WJt)
  [N, J] = size(WJt);
  if(~exist('level_range', 'var') || isempty(level_range))
    J0 = J;
  else
    if(~exist('J0', 'var') || isempty(J0))
      error(['Must specify J0 if specifying level_range']);
    end
  end
else
  N = length(VJ0t);
  if (~exist('J0', 'var') || isempty(J0))
    error(['Must specify J0 if plotting only VJ0t (i.e. WJt = ' ...
           '[])']);
  end
end

W = [];
Wlabels = {};
WTag = {};

jj = 0;

if (plot_WJt)
  if(~exist('level_range', 'var') || isempty(level_range))
    level_range = 1:J;
  end
  for (j = level_range)
    jj = jj + 1;
    nuHj = advance_wavelet_filter(wtfname, j);
    W(:,jj) = circshift(WJt(:,j), nuHj);
    Wlabels{jj} = ['T^{', int2str(nuHj), '}\bfW\rm_{', int2str(j), '}'];
    WTag{jj} = ['W', int2str(j)];
  end
end

if (plot_VJ0t)
  jj = jj + 1;
  nuGj = advance_scaling_filter(wtfname, J0);
  if (subtract_mean_VJ0t)
    VJ0t = VJ0t - mean(VJ0t);
    label_str = ['T^{', int2str(nuGj), ...
                 '}(\bfV\rm_{', int2str(J0), '}-<\bfV\rm_{', int2str(J0), '}>)'];
  else
    label_str = ['T^{', int2str(nuGj), '}\bfV\rm_{', int2str(J0), '}'];
  end
    
  W(:,jj) = circshift(VJ0t, nuGj);
  Wlabels{jj} = label_str;
  WTag{jj} = ['V', int2str(J0)];

end

WplotAxesPropName = {};
WplotAxesPropVal = {};
if (plot_WJt || plot_VJ0t)
  
  if (exist('WplotAxesProp', 'var') && ~isempty(WplotAxesProp))

    % Overide default values for Xmin, Xmin (= YLim min and max for Xplot)
    if (isfield(WplotAxesProp, 'YLim'))
      ylim = WplotAxesProp.YLim;
    end

    % Populate cell arrays for Wplot axes names and properties
    axes_field_names = fieldnames(WplotAxesProp);
    nfields = length(axes_field_names);
    
    for (i = 1:nfields)
      fname = axes_field_names{i};
      WplotAxesPropName(i) = {fname};
      fval = WplotAxesProp.(fname);
      WplotAxesPropVal(i) = {fval};
    end
  end
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Setup up x-axis
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% If xaxis is not specified, use the sample points
if (~exist('xaxis', 'var') || isempty(xaxis))
  xaxis = (1:N);
end

if (exist('xaxis_range', 'var') && ~isempty(xaxis_range))
  indices = find(xaxis >= xaxis_range(1) & xaxis <= xaxis_range(end));
  xaxis = xaxis(indices);
  W = W(indices,:);
  X = X(indices,1);
else
  xaxis_range = [];
end

xaxis_xmin = min(xaxis);
xaxis_xmax = max(xaxis);


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%  Parse the Xplot options
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if (plot_X)

  % Check that length(X) == length(W)
  if (length(X) ~= length(W))
    error(['Length of X must be equal nrows of WJt and VJ0t']);
  end

  % Initialize default values
  Xmin = min(X);
  Xmax = max(X);

  XplotAxesPropName = {};
  XplotAxesPropVal = {};
  
  if (exist('XplotAxesProp', 'var') && ~isempty(XplotAxesProp))

    % Overide default values for Xmin, Xmin (= YLim min and max for Xplot)
    if (isfield(XplotAxesProp, 'YLim'))
      ylim = XplotAxesProp.YLim;
      Xmin = ylim(1);
      Xmax = ylim(2);
    end

    % Populate cell arrays for Xplot axes names and properties
    axes_field_names = fieldnames(XplotAxesProp);
    nfields = length(axes_field_names);
    
    for (i = 1:nfields)
      fname = axes_field_names{i};
      XplotAxesPropName(i) = {fname};
      fval = XplotAxesProp.(fname);
      XplotAxesPropVal(i) = {fval};
    end
  end
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%  Override x-axis min, max values
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if (exist('XplotAxesProp', 'var'))
  % Overide default values for xaxis_xmin, xaxis_xmax from XplotAxesProp
  if (isfield(XplotAxesProp, 'XLim'))
    xlim = XplotAxesProp.XLim;
    xaxis_xmin = xlim(1);
    xaxis_xmax = xlim(2);
  end
elseif (exist('WplotAxesProp', 'var'))
  % Overide default values for xaxis_xmin, xaxis_xmax from WplotAxesProp
  if (isfield(WplotAxesProp, 'XLim'))
    xlim = WplotAxesProp.XLim;
    xaxis_xmin = xlim(1);
    xaxis_xmax = xlim(2);
  end
else
  % Do nothing - no override
end


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Setup up subplots
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

[npts, nlev] = size(W);
nplots = nlev;
if (plot_X)
  nplots = nplots + 1;
end
iplot = 0;
ha_list = [];

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Create Xplot
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if (plot_X)
  iplot = iplot + 1;
  haX = subplot(nplots, 1, nplots);

  % Create a subplot for X
  set(gca, 'Tag', 'Xplot',  ...
           'XAxisLocation', 'bottom', ...
           'YAxisLocation', 'left');

  hl = plot(xaxis, X);

  set(gca, XplotAxesPropName, XplotAxesPropVal);
  set(gca, 'XLim', [xaxis_xmin xaxis_xmax]);
  set(gca, 'YLim', [Xmin Xmax]);

  htext = get(gca, 'YLabel');
  Position = get(htext, 'Position');
  
  offset = xaxis_xmin - Position(1);
  ylabel_xpos = xaxis_xmax + offset;
  ylabel_ypos = Position(2);

  x_ylabel_xpos = ylabel_xpos;
  htext = text(ylabel_xpos, ylabel_ypos, '\bfX');

  if (exist('xlabel_str', 'var') && ~isempty(xlabel_str))
    xlabel(xlabel_str)
  end

end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   Create Wplot
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

for (j = 1:nlev)
  iplot = iplot + 1;
  haW = subplot(nplots, 1, nplots-iplot+1);
  
  ha_list = [ha_list, haW];
  set(haW, 'Tag', WTag{j});
  
  hl = plot(xaxis, W(:,j));

  set(gca, WplotAxesPropName, WplotAxesPropVal);
  set(gca, 'XLim', [xaxis_xmin xaxis_xmax]);

  % Plot the MODWT coefficients

  set(haW, 'XTickLabel', {});

  if (~isempty(scale_str))
    htext = ylabel(scale_str{j}, ...
                   'VerticalAlignment', 'Middle', ...
                   'HorizontalAlignment', 'Right', ...
                   'Rotation', 0);
  end
  
  
  htext = get(gca, 'YLabel');
  Position = get(htext, 'Position');
  
  offset = xaxis_xmin - Position(1);
%  ylabel_xpos = xaxis_xmax + offset;
  ylabel_xpos = xaxis_xmax;
  ylabel_ypos = Position(2);
  
  htext = text(x_ylabel_xpos, ylabel_ypos, Wlabels{j});
  set(htext, ...
      'VerticalAlignment', 'Middle', ...
      'HorizontalAlignment', 'Left');
      
  if (~plot_X && j == 1)
    % If no Xplot ...
    %   - add xaxis label if string value provided
    if (exist('xlabel_str', 'var') && ~isempty(xlabel_str))
      xlabel(xlabel_str)
    end
    %  - turn on tickmark lablels if overrided.
    if (isfield(WplotAxesProp, 'XTickLabel'))
      set(haW, 'XTickLabel', WplotAxesProp.XTickLabel);
    end
  end
end



if (exist('title_str', 'var') && ~isempty(title_str))
  suptitle(title_str)
end


% TODO:  Add plotting of modwt boundaries.
%
%   This code snippet is example for plot_modwt_coef.
%%% if (plot_modwt_boundary && isempty(xaxis_range))
%%%   overplot_modwt_cir_shift_coef_bdry(haW, WJt, VJ0t, wtfname, ...
%%%                                      xaxis, J0, level_range);
%%% end

if (nargout > 0)
 hWplotAxes = ha_list;
end

if (nargout > 0)
 hXplotAxes = haX;
end

return