turnpoints {pastecs}R Documentation

Analyze turning points (peaks or pits)

Description

Determine the number and the position of extrema (turning points, either peaks or pits) in a regular time series. Calculate the quantity of information associated to the observations in this series, according to Kendall's information theory

Usage

turnpoints(x)
## S3 method for class 'turnpoints':
summary(turnp)
## S3 method for class 'turnpoints':
plot(turnp, level=0.05, lhorz=TRUE, lcol=2, llty=2, ...)
## S3 method for class 'turnpoints':
lines(turnp, max=TRUE, min=TRUE, median=TRUE,
        col=c(4, 4, 2), lty=c(2, 2, 1), ...)
## S3 method for class 'turnpoints':
extract(turnp, n, no.tp=0, peak=1, pit=-1)

Arguments

x a vector or a time series
turnp a 'turnpoints' object, as returned by the function turnpoints()
level the significant level to draw on the graph if lhorz=TRUE. By default, level=0.05, which corresponds to a 5% p-value for the test
lhorz if lhorz=TRUE (by default), an horizontal line indicating significant level is drawn on the graph
lcol the color to use to draw the significant level line, by default, color 2 is used
llty the style to use for the significant level line. By default, style 2 is used (dashed line)
... Additional graph parameters
max do we plot the maximum envelope line (by default, yes)
min do we plot the minimum envelope line (by default, yes)
median do we plot the median line inside the envelope (by default, yes)
col a vector of three values for the color of the max, min, median lines, respectively. By default col=c(4,4,2)
lty a vector of three values for the style of the max, min, median lines, respectively. By default lty=c(2,2,1), that is: dashed, dashed and plain lines
n the number of points to extract. By default n=length(turnp), all points are extracted
no.tp extract gives a vector representing the position of extrema in the original series. no.tp represents the code to use for points that are not an extremum, by default '0'
peak the code to use to flag a peak, by default '1'
pit the code to use to flag a pit, by default '-1'

Details

This function tests if the time series is purely random or not. Kendall (1976) proposed a series of tests for this. Moreover, graphical methods using the position of the turning points to draw automatically envelopes around the data are implemented, and also the drawing of median points between these envelopes

Value

An object of type 'turnpoints' is returned. It has methods print(), summary(), plot(), lines() and extract().

WARNING

the lines() method should be used to draw lines on the graph of the original dataset (plot(data, type="l") for instance), not on the graph of turning points (plot(turnp))!

Author(s)

Frédéric Ibanez (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)

References

Kendall, M.G., 1976. Time-series, 2nd ed. Charles Griffin & Co, London.

See Also

turnogram, stat.slide

Examples

data(marbio)
plot(marbio[, "Nauplii"], type="l")
# Calculate turning points for this series
Nauplii.tp <- turnpoints(marbio[, "Nauplii"])
summary(Nauplii.tp)
plot(Nauplii.tp)
# Add envelope and median line to original data
plot(marbio[, "Nauplii"], type="l")
lines(Nauplii.tp)
# Note that lines() applies to the graph of original dataset!!!
title("Raw data, envelope maxi., mini. and median line")

[Package pastecs version 1.3-1 Index]