Negative scales on compare.wvar() graph

SMAC-Group / gmwm

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

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Negative scales on compare.wvar() graph #186

Closed coatless closed 8 years ago

coatless commented 8 years ago

Issue:

Scales are reported incorrectly on compare.wvar() with actual data.

library("gmwm")

# devtools::install_github("smac-group/datapkg")

data("hydro", package="datapkg")
wv_hydro = wvar(hydro)

wv_robhydro = wvar(hydro, robust = T)

compare.wvar(wv_hydro, wv_robhydro, split = F)

bug_comparewv

coatless commented 8 years ago

Not really a bug since the scale is being modified by the frequency of the observations. (e.g. 12 observations per year)

stephaneguerrier commented 8 years ago

Sorry James… I still don’t get it…

coatless commented 8 years ago

Per e-mail, this is expected behavior due to freq being set.