plot_wave.multiple.cross.regression.RdProduces a plot of wave multiple cross.regressions.
plot_wave.multiple.cross.regression(Lst, lmax, nsig=2, by=3)
| Lst | A list from wave.multiple.cross.regression. |
|---|---|
| lmax | maximum lag (and lead). |
| nsig | An optional value for the number of significant variables to plot_ Default is 2. |
| by | labels are printed every lmax/by. Default is 3. |
The routine produces a plot of wave multiple regressions, one per wavelet level, with their confidence intervals. 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>