plot_modwt_coef.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.

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


W = [];
Wlabels = {};

jj = 0;

if (plot_WJt)
  if(~exist('level_range', 'var') || isempty(level_range))
    level_range = 1:J0;
  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), '}'];
  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), '}\prime'];
  else
    label_str = ['T^{', int2str(nuGj), '}\bfV\rm_{', int2str(J0), '}'];
  end
    
  W(:,jj) = circshift(VJ0t, nuGj);
  Wlabels{jj} = label_str;
end


%% Truncate for reflection BC's, where NW = 2 * N;
W = W(1:N,:,:);


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%   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,:);
  if (plot_X)
    X = X(indices,1);
  end
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


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

if (plot_X)

  % In creating the subplots for X and W, scale the subplots so that X and W 
  % are plotted on the same y scale.
  
  Wmax = max(W);
  Wmin = min(W);
  Wtotal_range = sum(abs(Wmax - Wmin));
  Xtotal_range = abs(Xmax - Xmin);
  Yaxis_total_range = Wtotal_range + Xtotal_range;
  Wplot_ypercent = Wtotal_range / Yaxis_total_range;
  Xplot_ypercent = Xtotal_range / Yaxis_total_range;

  XplotFrame.height = masterPlotFrame.height * Xplot_ypercent;
  WplotFrame.height = masterPlotFrame.height * Wplot_ypercent;

  XplotFrame.left = masterPlotFrame.left;
  XplotFrame.bottom = masterPlotFrame.bottom;
  XplotFrame.width = masterPlotFrame.width;
  
  XplotPosition = [XplotFrame.left, ...
              XplotFrame.bottom ...
              XplotFrame.width, ...
              XplotFrame.height];

  % Create a subplot for X
  hXplotAxes = axes('Tag', 'Xplot',  ...
       'Position', XplotPosition, ...
       'XAxisLocation', 'bottom', ...
       'YAxisLocation', 'left');


  line(xaxis, X);
  

  set(gca, XplotAxesPropName, XplotAxesPropVal);
  set(gca, 'XLim', [xaxis_xmin xaxis_xmax]);
  set(gca, 'YLim', [Xmin Xmax]);
  
  xscale = (xaxis_xmax - xaxis_xmin) / masterPlotFrame.width;
  ylabel_xpos = xaxis_xmax + (xscale * ylabel_xoffset);
  
  if ( min(X) < 0 && max(X) > 0)
    ylabel_ypos = 0;
  else
    ylabel_ypos = Xmin + (Xmax - Xmin) / 2;
  end
  
  text(ylabel_xpos, ylabel_ypos, '\bfX', ...
       'HorizontalAlignment', 'Left', ...
       'VerticalAlignment', 'Middle', ...
       'Tag', 'X');

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

  WplotFrame.bottom = masterPlotFrame.bottom + XplotFrame.height + masterPlotFrame.subplot_yspacing;

end


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

WplotPosition = [WplotFrame.left, ...
                 WplotFrame.bottom ...
                 WplotFrame.width, ...
                 WplotFrame.height];

hWplotAxes = axes('Tag', 'Wplot',  ...
                  'Position', WplotPosition);


% Plot the MODWT coefficients

WplotAxesProp.XLim = [xaxis_xmin xaxis_xmax];
hWplotAxes = multi_yoffset_plot(xaxis, W, Wlabels, WplotAxesProp, scale_str);
% hWplotAxes = multi_yoffset_plot(xaxis, W, Wlabels, WplotAxesProp);

% Turn off tick mark labeling for Wplot.
set(hWplotAxes, 'YTickLabel', {});
set(hWplotAxes, 'XTickLabel', {});

if (~plot_X)
  % 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(hWplotAxes, 'XTickLabel', WplotAxesProp.XTickLabel);
  end
  if (isfield(WplotAxesProp, 'YTickLabel'))
    set(hWplotAxes, 'YTickLabel', WplotAxesProp.YTickLabel);
  end
end


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


% TODO:  For now, don't plot circular shift boundaries if xaxis_range specified
%        Add at later date
if (plot_modwt_boundary && isempty(xaxis_range))
  overplot_modwt_cir_shift_coef_bdry(hWplotAxes, WJt, VJ0t, w_att, ...
                                     xaxis, J0, level_range);
end

return