plot_wave.local.multiple.cross.regression.RdProduces a set of plots of wave local multiple cross-regressions.
plot_wave.local.multiple.cross.regression(Lst, lmax, nsig=2, xaxt="s", pdf.write=NULL)
| Lst | A list from wave.multiplecross.regression. |
|---|---|
| lmax | maximum lag (and lead). |
| nsig | An optional value for the number of significant variables to plot_ Default is 2. |
| 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 "plot_<pdf.write>_WLMCC_<j>.pdf", where "j" is the wavelet level \(j=1...(J+1)\). |
The routine produces \(J+1\) pages, one per wavelet level, each with time series plots of wave multiple cross-regressions at different lags and leads, each with their confidence interval. Also, the name of the variable that maximizes that multiple correlation against the rest is shown on top. The others are named with their order of significance when they are relevant.
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>