plot_wave.local.multiple.cross.correlation.RdProduces a plot of wave local multiple cross-correlations.
plot_wave.local.multiple.cross.correlation(Lst, lmax, lag.first=FALSE, xaxt="s", pdf.write=NULL)
| Lst | A list from local.multiple.cross.regression. |
|---|---|
| lmax | maximum lag (and lead). |
| lag.first | if TRUE, it produces lag-lead pages with \(J+1\) wavelet plots each. Otherwise (default) it gives wavelet pages with \(2*lmax+1\) lag-lead plots each. |
| xaxt | An optional vector of labels for the "x" axis. Default is 1:n. |
| pdf.write | Optional name leader to save files to pdf format. The actual filename of each page is either "plot_<pdf.write>_WLMCC_<i>.pdf", where "i" is the lag/lead \(i=-lmax...+lmax\), or, "plot_<pdf.write>_WLMCC_<j>.pdf", where "j" is the wavelet level \(j=1...(J+1)\). |
The routine produces time series plots of wave local multiple cross-correlations with their confidence intervals. Also, at every upturn and downturn, the name of the variable that maximizes its multiple cross-correlation against the rest is shown.
Plot.
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>