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VisualDom  

Visualize Dominant Variables in Wavelet Multiple Correlation
View on CRAN: Click here


Download and install VisualDom package within the R console
Install from CRAN:
install.packages("VisualDom")

Install from Github:
library("remotes")
install_github("cran/VisualDom")

Install by package version:
library("remotes")
install_version("VisualDom", "0.8.0")



Attach the package and use:
library("VisualDom")
Maintained by
Josué M. Polanco-Martínez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-01-06
Latest Update: 2023-01-06
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).
How to cite:
Josué M. Polanco-Martínez (2023). VisualDom: Visualize Dominant Variables in Wavelet Multiple Correlation. R package version 0.8.0, https://cran.r-project.org/web/packages/VisualDom
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Functions, R codes and Examples using the VisualDom R package
Some associated functions: VisualDom-package . man_estim_WLMC . man_plot_dominant_WLMC . man_plot_estim_WLMC . rdata_Lorenz . rdata_climate . 
Some associated R codes: fun_estim_WLMC.R . fun_plot_dominant_WLMC.R . fun_plot_estim_WLMC.R .  Full VisualDom package functions and examples
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Maintainer: Li Yan (view profile)

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