plot_wave.local.multiple.cross.correlation {wavemulcor} | R Documentation |
Auxiliary routine for plotting wave local multiple cross-correlations
Description
Produces a plot of wave local multiple cross-correlations.
Usage
plot_wave.local.multiple.cross.correlation(Lst, lmax,
lag.first=FALSE, xaxt="s", pdf.write=NULL)
Arguments
Lst |
A list from local.multiple.cross.regression. |
lmax |
maximum lag (and lead). |
lag.first |
if TRUE, it produces lag-lead pages with |
xaxt |
An optional vector of labels for the "x" axis. Default is 1:n. |
pdf.write |
Optional name leader to save files to pdf format.
The actual filename of each page is either
"plot_<pdf.write>_WLMCC_<i>.pdf", where "i" is the lag/lead |
Details
The routine produces time series plots of wave local multiple cross-correlations with their confidence intervals. Also, at every upturn and downturn, the name of the variable that maximizes its multiple cross-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>