Produces a heatmap of wave local multiple correlations.
heatmap_wave.local.multiple.correlation(Lst, xaxt="s", ci=NULL, pdf.write=NULL)
A list from wave.local.multiple.regression.
An optional vector of labels for the "x" axis. Default is 1:n.
value to plot: "center" value of confidence interval (i.e. the estimated correlation), the "lower" bound, or the "upper" bound. Default is "center".
Optional name leader to save files to pdf format. The actual name of the file is "heat_<pdf.write>_WLMC.pdf".
Heat map.
The routine produces a time series vs. wavelet periods heatmap of wave local multiple correlations.
Fern<U+00E1>ndez-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>