wavemulcor (version 3.1.2)

plot_local.multiple.correlation: Auxiliary routine for plotting local multiple correlations

Description

Produces a plot of local multiple correlations.

Usage

plot_local.multiple.correlation(Lst, xaxt="s")

Arguments

Lst

A list from local.multiple.regression or local.multiple.correlation.

xaxt

An optional vector of labels for the "x" axis. Default is 1:n.

Value

Plot.

Details

The routine produces a time series plot of local multiple correlations with its confidence interval. Also, at every upturn and downturn, the name of the variable that maximizes its multiple correlation against the rest is shown. Note that the routine is optimize for local.multiple.regression. If you want to use output from the legacy local.multiple.correlation function then you must create an empty list and put that output into a list element named cor like this: Lst <- list(); Lst$cor <- local.multiple.cross.correlation(xx, M, window=window, lag.max=lmax); Lst$YmaxR <- Lst2$cor$YmaxR; Lst$cor$YmaxR <- NULL.

References

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>