# getCoherency-QuantileSD: Compute quantile coherency from a quantile spectral density... In quantspec: Quantile-Based Spectral Analysis of Time Series

## Description

Returns quantile coherency defined as

\frac{f^{j_1, j_2}(ω; τ_1, τ_2)}{(f^{j_1, j_1}(ω; τ_1, τ_1) f^{j_2, j_2}(ω; τ_2, τ_2))^{1/2}}

where f^{j_1, j_2}(ω; τ_1, τ_2) is the quantile spectral density.

## Usage

 1 2 3 4 5 6 7 8 9 ## S4 method for signature 'QuantileSD' getCoherency( object, frequencies = 2 * pi * (0:(object@N - 1))/object@N, levels.1 = getLevels(object, 1), levels.2 = getLevels(object, 2), d1 = 1:(dim(object@values)[2]), d2 = 1:(dim(object@values)[4]) ) 

## Arguments

 object QuantileSD of which to get the values frequencies a vector of frequencies for which to get the values levels.1 the first vector of levels for which to get the values levels.2 the second vector of levels for which to get the values d1 optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D d2 same as d1, but for j2

## Details

For the mechanism of selecting frequencies, dimensions and/or levels see, for example, getValues-QuantileSD.

## Value

Returns data from the coherency as defined in the details.

For examples on how to use this function go to QuantileSD.