| plot_wave.multiple.correlation {wavemulcor} | R Documentation |
Auxiliary routine for plotting wave multiple correlations
Description
Produces a plot of wave multiple correlations.
Usage
plot_wave.multiple.correlation(Lst)
Arguments
Lst |
A list from wave.multiple.regression or wave.multiple.correlation. |
Details
The routine produces a plot of wave multiple correlations, at each wavelet level, with its confidence interval. Also, at each wavelet level, 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., 2012. Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets. Physica A: Statistical Mechanics and its Applications 391, 1097–1104. <DOI:10.1016/j.physa.2011.11.002>