Description Usage Arguments Value
View source: R/func_coherence_phase.R
Calculate coherence from the spectra and cross-spectra. This method is the same as
used in spec.pgram
.
1 | coherence(pgram)
|
pgram |
|
list of coherence. For multivariate time series, a matrix containing the squared coherency between different series. Column i + (j - 1) * (j - 2)/2 contains the squared coherency between columns i and j of x, where i < j.
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