Package 'VisualDom'
Title: |
Visualize Dominant Variables in Wavelet Multiple Correlation |
Description: |
Estimates and plots as a heat map the correlation
coefficients obtained via the wavelet local multiple
correlation 'WLMC' (Fernández-Macho 2018) and the 'dominant'
variable/s, i.e., the variable/s that maximizes the multiple
correlation through time and scale (Polanco-Martínez et al.
2020, Polanco-Martínez 2022). We improve the graphical outputs
of WLMC proposing a didactic and useful way to visualize the
'dominant' variable(s) for a set of time series. The WLMC was
designed for financial time series, but other kinds of data
(e.g., climatic, ecological, etc.) can be used. The functions
contained in 'VisualDom' are highly flexible since these
contains several parameters to personalize the time series
under analysis and the heat maps. In addition, we have also
included two data sets (named 'rdata_climate' and
'rdata_Lorenz') to exemplify the use of the functions contained
in 'VisualDom'. Methods derived from Fernández-Macho (2018)
<doi:10.1016/j.physa.2017.11.050>, Polanco-Martínez et al.
(2020) <doi:10.1038/s41598-020-77767-8> and Polanco-Martínez
(2023, in press). |
Authors: |
Josué M. Polanco-Martínez [aut, cph, cre]
 |
Maintainer: |
Josué M. Polanco-Martínez <[email protected]> |
License: |
GPL (>= 2) |
Version: |
0.8.0 |
Built: |
2025-03-04 06:18:48 UTC |
Source: |
https://github.com/jomopo/visualdom |
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