| plot_wave.multiple.cross.regression {wavemulcor} | R Documentation |
Auxiliary routine for plotting wave multiple cross-regressions
Description
Produces a plot of wave multiple cross.regressions.
Usage
plot_wave.multiple.cross.regression(Lst, lmax, nsig=2, by=3)
Arguments
Lst |
A list from wave.multiple.cross.regression. |
lmax |
maximum lag (and lead). |
nsig |
An optional value for the number of significant variables to plot_ Default is 2. |
by |
labels are printed every lmax/by. Default is 3. |
Details
The routine produces a plot of wave multiple regressions, one per wavelet level, with their confidence intervals. Also, the name of the variable that maximizes that multiple correlation against the rest is shown on top. The others are named with their order of significance when they are relevant.
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>