Description Arguments Value References
C++ implementation to increase performance.
a 3-dimensional array of complex numbers; dimensions are
a vector of length
Returns an array with complex numbers σ(τ_1, τ_2, ω_j as defined in Kley et. al (2016), p. 26.
Barunik, J. & Kley, T. (2019). Quantile Coherency: A General Measure for Dependence Between Cyclical Economic Variables. Econometrics Journal, 22, 131–152. http://arxiv.org/abs/1401.8104.
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