plot_wave.local.multiple.correlation: Auxiliary routine for plotting wave local multiple...

In wavemulcor: Wavelet Routines for Global and Local Multiple Regression and Correlation

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>

wavemulcor documentation built on Sept. 5, 2021, 5:56 p.m.