heatmap_wave.local.multiple.cross.correlation.RdProduces heatmaps of wave local multiple cross-correlations.
heatmap_wave.local.multiple.cross.correlation(Lst, lmax, lag.first=FALSE, xaxt="s", ci=NULL, pdf.write=NULL)
| Lst | A list from wave.local.multiple.cross.regression. |
|---|---|
| lmax | maximum lag (and lead). |
| lag.first | if TRUE, it produces lag-lead pages with \(J+1\) wavelet heatmaps each. Otherwise (default) it gives wavelet pages with \(2*lmax+1\) lag-lead heatmaps each. |
| 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 cross-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 either "heat_<pdf.write>_WLMCC_lags.pdf" or, "heat_<pdf.write>_WLMCC_levels.pdf". |
The routine produces a set of time series vs. wavelet periods heatmaps of wave local multiple cross-correlations at different lags and leads.
Heat map.
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>