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MATLAB Discussion :

Wavelet coherence et colorbar


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MATLAB

  1. #1
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    Par défaut Wavelet coherence et colorbar
    je travaille sur les wavelet coherence entre les séries financières. je veux que les valeurs du colorbar soient entre -1 et 1. ci-joint mon programme générant les WC

    Code : Sélectionner tout - Visualiser dans une fenêtre à part
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    function varargout=wtc(x,y,varargin)
    -validate and reformat timeseries.
    [x,dt]=formatts(x);
    [y,dty]=formatts(y);
    if dt~=dty
        error('timestep must be equal between time series')
    end
    t=(max(x(1,1),y(1,1)):dt:min(x(end,1),y(end,1)))'; %common time period
    if length(t)<4
        error('The two time series must overlap.')
    end
    
    
    
    n=length(t);
    
    %----------default arguments for the wavelet transform-----------
    Args=struct('Pad',1,...      % pad the time series with zeroes (recommended)
                'Dj',1/12, ...    % this will do 12 sub-octaves per octave
                'S0',2*dt,...    % this says start at a scale of 2 years
                'J1',[],...
                'Mother','Morlet', ...
                'MaxScale',[],...   %a more simple way to specify J1
                'MakeFigure',(nargout==0),...
                'MonteCarloCount',10000,...
                'BlackandWhite',1,...
                'AR1',[0 0],...
                'ArrowDensity',[30 30],...
                'ArrowSize',0,...
                'ArrowHeadSize',0);
    Args=parseArgs(varargin,Args,{'BlackandWhite'});
    if isempty(Args.J1)
        if isempty(Args.MaxScale)
            Args.MaxScale=(n*.17)*2*dt; %auto maxscale
        end
        Args.J1=round(log2(Args.MaxScale/Args.S0)/Args.Dj);
    end
    
    ad=mean(Args.ArrowDensity);
    Args.ArrowSize=Args.ArrowSize*30*.03/ad;
    Args.ArrowHeadSize=Args.ArrowHeadSize*Args.ArrowSize*220;
    
    
    if ~strcmpi(Args.Mother,'morlet')
        warning('Smoothing operator is designed for morlet wavelet.')
    end
    
    if strcmpi(Args.AR1,'auto')
        Args.AR1=[ar1nv(x(:,2)) ar1nv(y(:,2))];
        if any(isnan(Args.AR1))
            error('Automatic AR1 estimation failed. Specify it manually (use arcov or arburg).')
        end
    end
    
    nx=size(x,1);
    sigmax=std(x(:,2));
    
    ny=size(y,1);
    sigmay=std(y(:,2));
    
    
    
    %-----------:::::::::::::--------- ANALYZE ----------::::::::::::------------
    
    [X,period,scale,coix] = wavelet(x(:,2),dt,Args.Pad,Args.Dj,Args.S0,Args.J1,Args.Mother);
    [Y,period,scale,coiy] = wavelet(y(:,2),dt,Args.Pad,Args.Dj,Args.S0,Args.J1,Args.Mother);
    
    %Smooth X and Y before truncating!  (minimize coi)
    sinv=1./(scale');
    
    
    sX=smoothwavelet(sinv(:,ones(1,nx)).*(abs(X).^2),dt,period,Args.Dj,scale);
    sY=smoothwavelet(sinv(:,ones(1,ny)).*(abs(Y).^2),dt,period,Args.Dj,scale);
    
    
    % truncate X,Y to common time interval (this is first done here so that the coi is minimized)
    dte=dt*.01; %to cricumvent round off errors with fractional timesteps
    idx=find((x(:,1)>=(t(1)-dte))&(x(:,1)<=(t(end)+dte)));
    X=X(:,idx);
    sX=sX(:,idx);
    coix=coix(idx);
    
    idx=find((y(:,1)>=(t(1))-dte)&(y(:,1)<=(t(end)+dte)));
    Y=Y(:,idx);
    sY=sY(:,idx);
    coiy=coiy(idx);
    
    coi=min(coix,coiy);
    
    % -------- Cross wavelet -------
    Wxy=X.*conj(Y);
    
    % ----------------------- Wavelet coherence ---------------------------------
    sWxy=smoothwavelet(sinv(:,ones(1,n)).*Wxy,dt,period,Args.Dj,scale);
    Rsq=abs(sWxy).^2./(sX.*sY);
    
    if (nargout>0)||(Args.MakeFigure)
        wtcsig=wtcsignif(Args.MonteCarloCount,Args.AR1,dt,length(t)*2,Args.Pad,Args.Dj,Args.S0,Args.J1,Args.Mother,.6);
        wtcsig=(wtcsig(:,2))*(ones(1,n));
        wtcsig=Rsq./wtcsig;
    end
    
    if Args.MakeFigure
        
    
        Yticks = 2.^(fix(log2(min(period))):fix(log2(max(period))));
        
        if Args.BlackandWhite
          levels = [0 .5 .6 .7 .8 .9 1];
          levels = [0 .7 .75 .8 .85 .9 .95 1];
       %     levels = [-1 -.7 -.5 .0 .5 .9 .95 1];
    
            [cout,H]=safecontourf(t,log2(period),Rsq,levels);
            colorbarf(cout,H)
            cmap=[0 1;.5 .9;.6 .8;.7 .7;.8 .6;.9 .5;1 .4];
            cmap=interp1(cmap(:,1),cmap(:,2),(0:.1:1)');
    %        cmap=[0 1;.7 .9;.75 .8;.8 .7;.85 .6;.9 .5;.95 .4;1 .3];
    %        cmap=interp1(cmap(:,1),cmap(:,2),(0:.05:1)');
            cmap=cmap(:,[1 1 1]);
            colormap(cmap)
            set(gca,'YLim',log2([min(period),max(period)]), ...
                'YDir','reverse', 'layer','top', ...
                'YTick',log2(Yticks(:)), ...
                'YTickLabel',num2str(Yticks'), ...
                'layer','top')
            ylabel('Frequency (in years)')
            xlabel('Time')
            hold on
    
            %phase plot
            aWxy=angle(Wxy);
            lowRidx=find(Rsq<.5); %remove phase indication where Rsq is low
            aaa=aWxy;
            aaa(lowRidx)=NaN;
            %[xx,yy]=meshgrid(t(1:5:end),log2(period));
    
            phs_dt=round(length(t)/30); tidx=max(floor(phs_dt/2),1):phs_dt:length(t);
            phs_dp=round(length(period)/30); pidx=max(floor(phs_dp/2),1):phs_dp:length(period);
    %        phaseplot(t(tidx),log2(period(pidx)),aaa(pidx,tidx),Args.ArrowSize,Args.ArrowHeadSize);
    
            if ~all(isnan(wtcsig))
                [c,h] = contour(t,log2(period),wtcsig,[1 1],'k');
                set(h,'linewidth',3)                                    %
            end
            %suptitle([sTitle ' coherence']);
    %        plot(t,log2(coi),'k','linewidth',2,'LineStyle','--')         %
            hold off
        else
            H=imagesc(t,log2(period),Rsq);
            %[c,H]=safecontourf(t,log2(period),Rsq,[0:.05:1]);
            %set(H,'linestyle','none')
            
            set(gca,'clim',[0 1])
            
            HCB=safecolorbar;
            
            set(gca,'YLim',log2([min(period),max(period)]), ...
                'YDir','reverse', 'layer','top', ...
                'YTick',log2(Yticks(:)), ...
                'YTickLabel',num2str(Yticks'), ...
                'layer','top')
            ylabel('')
            hold on
    
            %phase plot
            aWxy=angle(Wxy);
            lowRidx=find(Rsq<.5); %remove phase indication where Rsq is low
            aaa=aWxy;
            aaa(lowRidx)=NaN;
            %[xx,yy]=meshgrid(t(1:5:end),log2(period));
    
            phs_dt=round(length(t)/30); tidx=max(floor(phs_dt/2),1):phs_dt:length(t);
            phs_dp=round(length(period)/30); pidx=max(floor(phs_dp/2),1):phs_dp:length(period);
            phaseplot(t(tidx),log2(period(pidx)),aaa(pidx,tidx),Args.ArrowSize,Args.ArrowHeadSize);
    
            if ~all(isnan(wtcsig))
                [c,h] = contour(t,log2(period),wtcsig,[1 1],'k');
                set(h,'linewidth',2)
            end
            %suptitle([sTitle ' coherence']);
            tt=[t([1 1])-dt*.5;t;t([end end])+dt*.5];
            hcoi=fill(tt,log2([period([end 1]) coi period([1 end])]),'w');
            set(hcoi,'alphadatamapping','direct','facealpha',.5)
            hold off
        end
    end
    
    varargout={Rsq,period,scale,coi,wtcsig};
    varargout=varargout(1:nargout);
    
    
    
    
    
    
    
    Code : Sélectionner tout - Visualiser dans une fenêtre à part
    12345678910111213141516
    function [cout,H]=safecontourf(varargin)
    vv=sscanf(version,'%i.');
    if (version('-release')<14)|(vv(1)<7)
        [cout,H]=contourf(varargin{:});
    else
        [cout,H]=contourf('v6',varargin{:});
    end
     
    function hcb=safecolorbar(varargin)
    vv=sscanf(version,'%i.');
     
    if (version('-release')<14)|(vv(1)<7)
        hcb=colorbar(varargin{:});
    else
        hcb=colorbar('v6',varargin{:});
    end
    Je vous communique également le code responsable du colorbar: function hcb=colorbarf(cout,H,loc) changeNextPlot = 1; % colorbar must have output parameters from the contourf function if (nargin < 2) error('colorbarf requires a minimum of two input parameters'); end % default location for colorbar if nargin<3, loc = 'vert'; end % if an axes handle is passed for the location ax = []; if nargin==3, if ishandle(loc) ax = loc; if ~strcmp(get(ax,'type'),'axes'), error('Requires axes handle.'); end units = get(ax,'units'); set(ax,'units','pixels'); rect = get(ax,'position'); set(ax,'units',units) if rect(3) > rect(4), loc = 'horiz'; else loc = 'vert'; end changeNextPlot = 0; end end h = gca; if (nargin == 2) % Search for existing colorbar so that we can plot over it if we find it ch = get(findobj(gcf,'type','axes','tag','Colorbar')); ax = []; for i=1:length(ch), ud = ch(i).UserData; % ch.UserData changed to ch(i).UserData - suggested by P. Brickley d = ud.PlotHandle; if prod(size(d))==1 && isequal(d,h), ax = findobj(gcf,'type','axes','tag','Colorbar'); pos = ch.Position; if pos(3)<pos(4), loc = 'vert'; else loc = 'horiz'; end changeNextPlot = 0; break; end end elseif ((nargin == 3) && (~ishandle(loc))) % Search for existing colorbar so that we can plot over it if we find it ch = get(findobj(gcf,'type','axes','tag','Colorbar')); ax = []; for i=1:length(ch), ud = ch(i).UserData; % ch.UserData changed to ch(i).UserData - suggested by P. Brickley d = ud.PlotHandle; if prod(size(d))==1 && isequal(d,h), ax = findobj(gcf,'type','axes','tag','Colorbar'); pos = ch.Position; if pos(3)<pos(4), loc = 'vert'; else loc = 'horiz'; end changeNextPlot = 0; break; end end end origNextPlot = get(gcf,'NextPlot'); if strcmp(origNextPlot,'replacechildren') || strcmp(origNextPlot,'replace'), set(gcf,'NextPlot','add') end %%%%%%%%%%%%%% Filled Colorbar %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Blair Greenan Dec 16, 1998 % strip out the information about the contours from the output of the contourf % function i = 1; while ~isempty(cout) C1(i) = cout(1,1); % contour level C1(i) = cout(1,1) N1 = cout(2,1); % number of points in contour N1 = cout(2,1) % Version 1.4 removed for loop to speed things up cout(:,1:N1+1) = []; % shrink the matrix if (N1 > 1) % has to be more than 1 point in contour to be valid ***VERSION 1.5 to accomodate MATLAB6**** i = i + 1; end end C2 = unique(C1); % find the unique contour levels and sort numLevels = length(C2); if strcmp(get(H,'type'),'hggroup') %added by Aslak Grinsted to ensure v7 compatibility H=get(H,'children'); end for j = 1:length(H) colors(j) = get(H(j),'CData'); % get the color used to fill the patches %set(H(j),'CData') end colors = unique(colors); % create a list of unique colors used in fills minc = min(colors); maxc = max(colors); colors(isnan(colors))=[]; if ((length(colors)-numLevels)>1) % chop off extra colors that don't have a corresponding contour level colors(1:((length(colors)-numLevels)-1))=[]; end % special case where no mimima is enclosed by a contour if (length(colors) == numLevels) colors(length(colors)+1)=NaN; end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if loc(1)=='v', % Append vertical scale to right of current plot if isempty(ax), units = get(h,'units'); set(h,'units','normalized') pos = get(h,'Position'); [az,el] = view; stripe = 0.075; edge = 0.02; if all([az,el]==[0 90]), space = 0.05; else space = .1; end set(h,'Position',[pos(1) pos(2) pos(3)*(1-stripe-edge-space) pos(4)]) rect = [pos(1)+(1-stripe-edge)*pos(3) pos(2) stripe*pos(3) pos(4)]; ud.origPos = pos; % Create axes for stripe and % create DeleteProxy object (an invisible text object in % the target axes) so that the colorbar will be deleted % properly. ud.DeleteProxy = text('parent',h,'visible','off',... 'tag','ColorbarDeleteProxy',... 'handlevisibility','off',... 'deletefcn','eval(''delete(get(gcbo,''''userdata''''))'','''')'); ax = axes('Position', rect,'Tag','TMW_COLORBAR'); set(ud.DeleteProxy,'userdata',ax) set(h,'units',units) else % if colobar axes already exist axes(ax); ud = get(ax,'userdata'); end % Create color stripe by drawing the appropriate number of filled rectangles if any(isnan(colors)) % if the bottom level is not filled for j = 1:length(C2)+1 k = j - 1; % don't fill bottom rectangle on colorbar x(1) = 0; x(2) = 1; x(3) = 1; x(4) = 0; y(1) = (j-1)*(1/(length(C2)+1)); y(2) = (j-1)*(1/(length(C2)+1)); y(3) = j*(1/(length(C2)+1)); y(4) = j*(1/(length(C2)+1)); if (k == 0) hfill = fill(x,y,colors(length(colors))); % fill with NaN else hfill = fill(x,y,colors(k)); end hold on end else %we have filled the bottom contour level for j = 1:length(C2)+1 x(1) = 0; x(2) = 1; x(3) = 1; x(4) = 0; y(1) = (j-1)*(1/(length(C2)+1)); y(2) = (j-1)*(1/(length(C2)+1)); y(3) = j*(1/(length(C2)+1)); y(4) = j*(1/(length(C2)+1)); hfill = fill(x,y,colors(j)); hold on end end set(ax,'YAxisLocation','right') set(ax,'xtick',[]) ylimits = get(gca,'ylim'); myYticks = ylimits(1):(ylimits(2)-ylimits(1))/(length(C2)+1):ylimits(2)... -((ylimits(2)-ylimits(1))/(length(C2)+1)); set(gca,'ytick',myYticks); myStr{1} = ' '; for kk = 1:length(C2) myStr{kk+1} = num2str(C2(kk)); end myStr{(length(C2)+2)} = ' '; set(gca,'YTickLabel',myStr) set(gca,'CLim',[minc maxc]) % set up axes deletefcn set(ax,'tag','Colorbar','deletefcn','colorbar(''delete'')') elseif loc(1)=='h', % Append horizontal scale to top of current plot if isempty(ax), units = get(h,'units'); set(h,'units','normalized') pos = get(h,'Position'); stripe = 0.075; space = 0.1; set(h,'Position',... [pos(1) pos(2)+(stripe+space)*pos(4) pos(3) (1-stripe-space)*pos(4)]) rect = [pos(1) pos(2) pos(3) stripe*pos(4)]; ud.origPos = pos; % Create axes for stripe and % create DeleteProxy object (an invisible text object in % the target axes) so that the colorbar will be deleted % properly. ud.DeleteProxy = text('parent',h,'visible','off',... 'tag','ColorbarDeleteProxy',... 'handlevisibility','off',... 'deletefcn','eval(''delete(get(gcbo,''''userdata''''))'','''')'); ax = axes('Position', rect,'Tag','TMW_COLORBAR'); set(ud.DeleteProxy,'userdata',ax) set(h,'units',units) else % if colobar axes already exist axes(ax); ud = get(ax,'userdata'); end % Create color stripe by drawing the appropriate number of filled rectangles if any(isnan(colors)) % if the bottom level is not filled for j = 1:length(C2)+1 k = j - 1; % don't fill bottom rectangle on colorbar y(1) = 0; y(2) = 1; y(3) = 1; y(4) = 0; x(1) = (j-1)*(1/(length(C2)+1)); x(2) = (j-1)*(1/(length(C2)+1)); x(3) = j*(1/(length(C2)+1)); x(4) = j*(1/(length(C2)+1)); if (k == 0) hfill = fill(x,y,colors(length(colors))); % fill with NaN else hfill = fill(x,y,colors(k)); end hold on end else %we have filled the bottom contour level for j = 1:length(C2)+1 y(1) = 0; y(2) = 1; y(3) = 1; y(4) = 0; x(1) = (j-1)*(1/(length(C2)+1)); x(2) = (j-1)*(1/(length(C2)+1)); x(3) = j*(1/(length(C2)+1)); x(4) = j*(1/(length(C2)+1)); hfill = fill(x,y,colors(j)); hold on end end set(ax,'ytick',[]) xlimits = get(gca,'xlim'); myXticks = xlimits(1):(xlimits(2)-xlimits(1))/(length(C2)+1):xlimits(2)... -((xlimits(2)-xlimits(1))/(length(C2)+1)); set(gca,'xtick',myXticks); myStr{1} = ' '; for kk = 1:length(C2) myStr{kk+1} = num2str(C2(kk)); end myStr{(length(C2)+2)} = ' '; set(gca,'XTickLabel',myStr) set(gca,'CLim',[minc maxc]) % set up axes deletefcn set(ax,'tag','Colorbar','deletefcn','colorbar(''delete'')') else error('COLORBAR expects a handle, ''vert'', or ''horiz'' as input.') end if ~isfield(ud,'DeleteProxy'), ud.DeleteProxy = []; end if ~isfield(ud,'origPos'), ud.origPos = []; end ud.PlotHandle = h; set(ax,'userdata',ud) set(gcf,'CurrentAxes',h) set(gcf,'NextPlot',origNextPlot) if nargout>0, hcb = ax; end
    Merci de m'aider[/CODE]

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    Si ton problème s'apparente à celui-ci:

    http://www.developpez.net/forums/d10...lusieurs-surf/

    tu peux jouer sur les valeurs de cmin et cmax dans la fonction caxis.

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