rdata_Lorenz

<p>The data set <code>rdata_Lorenz</code> contains four columns: the first column is time (unitless) and the following three columns are the X, Y, Z components of the Lorenz system. The Lorenz system consists of three coupled first-order ordinary differential equations and is without a doubt one of the most famous nonlinear dynamical mathematical models, and represents a paradigmatic example for both theoretical and numerical investigations in checking some results in chaos theory (Polanco-Martínez 2022). For more details on how the <code>rdata_Lorenz</code> was created see Polanco-Martínez (2023).</p>

rdataset_Lorenz

Estimates and plots as a heat map the correlation coefficients obtained via the wavelet local multiple correlation 'WLMC' (Fernández-Macho 2018) and the 'dominant' variable/s, i.e., the variable/s that maximizes the multiple correlation through time and scale (Polanco-Martínez et al. 2020, Polanco-Martínez 2022). We improve the graphical outputs of WLMC proposing a didactic and useful way to visualize the 'dominant' variable(s) for a set of time series. The WLMC was designed for financial time series, but other kinds of data (e.g., climatic, ecological, etc.) can be used. The functions contained in 'VisualDom' are highly flexible since these contains several parameters to personalize the time series under analysis and the heat maps. In addition, we have also included two data sets (named 'rdata_climate' and 'rdata_Lorenz') to exemplify the use of the functions contained in 'VisualDom'. Methods derived from Fernández-Macho (2018) <doi:10.1016/j.physa.2017.11.050>, Polanco-Martínez et al. (2020) <doi:10.1038/s41598-020-77767-8> and Polanco-Martínez (2023, in press).

Josue Polanco-Martinez

VisualDom

Visualize Dominant Variables in Wavelet Multiple Correlation

Josué M. Polanco-Martínez

rdata_Lorenz function

<p>One file in ASCII format containing 4 columns and 500 rows, columns are separated by spaces.</p>

rdata_Lorenz: Data set generated via the Lorenz system and used to exemplify the functions contained in VisualDom

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