plot_modwt_wvar_ci_comparison.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  plot_modwt_wvar_ci_comparison(WJt, ylabel_str, title_str)
% plot_modwt_wvar_ci_comparison -- Plot MODWT wavelet variance and confidence intervals calculated via different methods.
%
%****f* wmtsa.dwt/plot_modwt_wvar_ci_comparison
%
% NAME
% plot_modwt_wvar_ci_comparison -- Plot MODWT wavelet variance and confidence intervals calculated via different methods.
%
% SYNOPSIS
%   plot_modwt_wvar_ci_comparison(WJt, [ylabel_str], [title_str])
%
% INPUTS
%    WJt        = NxJ matrix containing MODWT-computed wavelet coefficients
%                 where N = number of time intervals,
%                       J = number of levels
%   ylabel_str  = string containing first line of ylabel for plot
%   title_str   = string containing title for the plot
%
% OUTPUTS
%
%
% SIDE EFFECTS
%
%
% DESCRIPTION
%
%
% EXAMPLE
%
%
% NOTES
%
%
% REFERENCES
%
%
% SEE ALSO
%

% AUTHOR
%   Charlie Cornish
%
% CREATION DATE
%   2003/05/24
%
% COPYRIGHT
%
%
% CREDITS
%
%
% REVISION
%   $Revision: 612 $
%
%***


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


  usage_str = ['Usage:  ', mfilename, ...
               '(WJt, ylabel_str, title_str)'];
  
  %%  Check input arguments and set defaults.
  error(nargerr(mfilename, nargin, [1:4], nargout, '', 1, usage_str, 'struct'));
  
  
  [wvar, CI_gaussian] = modwt_wvar(WJt, 'gaussian');
  
  [wvar, CI_chi2eta1] = modwt_wvar(WJt, 'chi2eta1');
  
  [wvar, CI_chi2eta3] = modwt_wvar(WJt, 'chi2eta3');
  
  nlevels = length(wvar);
  x_axis = (1:1:nlevels);
  
  semilogy(x_axis, wvar, 'k', ...
           x_axis, CI_gaussian(:,1), 'rx--', ...
           x_axis, CI_chi2eta1(:,1), 'g+-.', ...
           x_axis, CI_chi2eta3(:,1), 'b*:');
  hold on;
  legend('wvar', 'CI-gaussian', 'CI-chi2eta1', 'CI-chi2eta3', 2);
  
  semilogy(x_axis, CI_gaussian(:,2), 'rx--', ... 
  	 x_axis, CI_chi2eta1(:,2), 'g+-.', ...
           x_axis, CI_chi2eta3(:,2), 'b*:');
  
  xlabel('level');
  
  default_ylabel_str = 'wavelet variance';
  if exist('ylabel_str', 'var')
    ylabel_str2(1) = {ylabel_str};
    ylabel_str2(2) = {default_ylabel_str}; 
  else
    ylabel_str2 = default_ylabel_str;
  end
  
  ylabel(ylabel_str2);
  
  title_str2 = {['Comparison of MODWT Wavelet Variance Confidence Interval Methods']};
  
  if exist('title_str', 'var')
    title_str2 = [title_str2 title_str];
  end
  
  title(title_str2);
  
return