>Do you guys have opinions regarding which is the best place
>to add explanations to a figure? A longish list of things
>such as "the pointed line means blah, and the blue square
>stands for blah"...
>The "figure" box in the float is too small for that 

How can it be too small ? I can put a work by Shakespeare in it.

>-and everything you put in there appears in the figure index.

Then you should try "Insert->Short Title" in the caption of the float. Only the 
text within this "opt" inset will be put in the figure index. In this way, you 
can have a brief description in the figure index (list).

>I could do it in the main text, but I'd rather make sure that
>it is just beside the float.

So, I would put everything you need to understand the figure in the caption. 
Any explanation, reasoning, conclusions, remarks, details etc. in the main text.



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