| plot_wave.local.multiple.correlation {wavemulcor} | R Documentation |
Auxiliary routine for plotting wave local multiple correlations
Description
Produces a plot of wave local multiple correlations.
Usage
plot_wave.local.multiple.correlation(Lst, xaxt="s")
Arguments
Lst |
A list from local.multiple.regression. |
xaxt |
An optional vector of labels for the "x" axis. Default is 1:n. |
Details
The routine produces time series plots of wave local multiple correlations with their confidence intervals. Also, at every upturn and downturn, the name of the variable that maximizes its multiple correlation against the rest is shown.
Value
Plot.
Author(s)
Javier Fernández-Macho, Dpt. of Quantitative Methods, University of the Basque Country, Agirre Lehendakari etorb. 83, E48015 BILBAO, Spain. (email: javier.fernandezmacho at ehu.eus).
References
Fernández-Macho, J., 2018. Time-localized wavelet multiple regression and correlation, Physica A: Statistical Mechanics, vol. 490, p. 1226–1238. <DOI:10.1016/j.physa.2017.11.050>