The z vector, conditioned on which X and Y have dynamic correlation.
use.locfdr
Whether to use local fdr to group the z values. If TRUE, locfdr() is used and the fdr (posterior probability of belonging to the more extreme groups) threshold is 0.5. If FALSE, the z values are cut at the 0.33 and 0.67 quantiles into three groups.
cols
The colors of the groups.
cex
The point size to be passed to plot().
Value
A vector, each item is a string, recording the LA score and the correlation in each of the point groups as determined by z values.
Details
The locfdr approach is only to be used when it is clear z has heavy tails, and it is believed such points are driving the dynamic correlation.