Produces a heatmap of wave local multiple correlations.

heatmap_wave.local.multiple.correlation(Lst, xaxt="s", ci=NULL, pdf.write=NULL)

Arguments

Lst

A list from wave.local.multiple.regression.

xaxt

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

ci

value to plot: "center" value of confidence interval (i.e. the estimated correlation), the "lower" bound, or the "upper" bound. Default is "center".

pdf.write

Optional name leader to save files to pdf format. The actual name of the file is "heat_<pdf.write>_WLMC.pdf".

Details

The routine produces a time series vs. wavelet periods heatmap of wave local multiple correlations.

Value

Heat map.

References

Fernández-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>