autopairs {tsDyn}R Documentation

Bivariate time series plots

Description

Bivariate time series plots: scatterplots, directed lines and kernel density estimations using functions in the 'sm' package.

Usage

autopairs(x, lag=1, h,
type=c("levels","persp","image","lines","points","regression"),
GUI=interactive())

Arguments

x time series
lag time lag
h kernel window (useful only for kernel estimations)
type type of plot: countour levels, perspective plots, image, directed lines, points or points with superposed kernel regression
GUI should a GUI be displayed?

Details

Bivariate time series plots: scatterplots, directed lines and kernel density and regression functions estimations using functions in the package 'sm'. In particular, for kernel density estimation sm.density is used, with smoothing parameter h defaulting to hnorm. For kernel regression, sm.regression is used.

If GUI==TRUE, a simple graphical user interface is displayed to control graphical parameters.

Value

None. Plots are produced on the default graphical device.

Author(s)

Wrappers to 'sm' and GUI by Antonio, Fabio Di Narzo

See Also

For finer control on density estimation, consider using directly sm.density and, especially, sm.ts.pdf from package sm.

Examples

x <- log10(lynx)
autopairs(x, lag=2, type="lines")

[Package tsDyn version 0.6-1 Index]