wavemulcor (version 3.1.2)

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

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.

Value

Plot.

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.

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>