diff --git a/earlywarnings/R/generic_ews.R b/earlywarnings/R/generic_ews.R
index 74692f6..8ce1b1b 100644
--- a/earlywarnings/R/generic_ews.R
+++ b/earlywarnings/R/generic_ews.R
@@ -48,7 +48,7 @@
 
 # Author: Vasilis Dakos, January 2, 2012
   	
-generic_ews<-function(timeseries,winsize=50,detrending=c("no","gaussian","linear","first-diff"),bandwidth=NULL,logtransform=FALSE,interpolate=FALSE,AR_n=FALSE,powerspectrum=FALSE){	
+generic_ews<-function(timeseries,winsize=50,detrending=c("no","gaussian","linear","first-diff"),bandwidth=NULL,logtransform=FALSE,interpolate=FALSE,AR_n=FALSE,powerspectrum=FALSE, create.plots = FALSE){	
 	
 	require(lmtest)
 	require(nortest)
@@ -166,6 +166,7 @@ generic_ews<-function(timeseries,winsize=50,detrending=c("no","gaussian","linear
 
 	# Plotting
 	# Generic Early-Warnings
+	if(create.plots == T){
 	dev.new()
 	par(mar=(c(0,2,0,1)+0),oma=c(7,2,3,1),mfrow=c(5,2))
 	plot(timeindex,Y,type="l",ylab="",xlab="",xaxt="n",las=1,xlim=c(timeindex[1],timeindex[length(timeindex)]))
@@ -239,9 +240,10 @@ generic_ews<-function(timeseries,winsize=50,detrending=c("no","gaussian","linear
 	contour(x=(spectfft$freq[2:length(spectfft$freq)]),y=(seq(1,ncol	(nSPECT),by=1)),log(nSPECT[2:length(spectfft$freq),]),add=TRUE)
 	mtext("Power spectrum within rolling windows",side=3,line=0.2, outer=TRUE)
 	}
+	} # End plotting
 	
 	# Output
 	out<-data.frame(timeindex[mw:length(nsmY)],nARR,nSD,nSK,nKURT,nCV,nRETURNRATE,nDENSITYRATIO,nACF)
 	colnames(out)<-c("timeindex","ar1","sd","sk","kurt","cv","returnrate","densratio","acf1")
 	return(out)
-	}
\ No newline at end of file
+	}
diff --git a/earlywarnings/R/sensitivity_ews.R b/earlywarnings/R/sensitivity_ews.R
index 501a172..69d4804 100644
--- a/earlywarnings/R/sensitivity_ews.R
+++ b/earlywarnings/R/sensitivity_ews.R
@@ -49,7 +49,8 @@ sensitivity_ews<-function(timeseries,indicator=c("ar1","sd","acf1","sk","kurt","
 	require(moments)
 	require(fields)
 	
-#timeseries<-ts(timeseries) #strict data-types the input data as tseries object for use in later steps
+	# Ensure obj timeseries is of class "timeseries"
+	if(!is.ts(timeseries)) timeseries <- ts(timeseries) #strict data-types the input data as tseries object for use in later steps
 	  timeseries<-data.matrix(timeseries)
     if (dim(timeseries)[2]==1){
 		Y=timeseries
@@ -218,4 +219,4 @@ for (ti in 1:length(tw)){
 	  out<-data.frame(Ktauestind)
     rownames(out)<-tw
 		return(out)	
-}
\ No newline at end of file
+}