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>


[Package wavemulcor version 3.1.2 Index]