criticalvaluesWCO: Estimates critical values for wavelet coherency

In Dasonk/SOWAS: Software for Wavelet Analysis and Synthesis

Description

This function estimates critical values for the wavelet coherency between two processes using the Morlet wavelet based on a formula derived from Monte Carlo simulations.

Usage

  criticalvaluesWCO(s0, noctave, nvoice, w0, swabs, tw,
    siglevel = 0.95)

Arguments

s0	lowest calculated scale in units of the time series
noctave	number of octaves
nvoice	number of voices per octave
w0	time/frequency resolution omega_0
swabs	length of smoothing window in scale direction at scale s is 2*swabs+1
tw	length of smoothing window in time direction is 2*s*tw+1
siglevel	significance level, e.g. 0.9, 0.95 or 0.99. At the moment, only these values are possible. siglevel might also be a vector, e.g. c(0.9,0.95) to plot more contourlines.

Details

The process dependency appeared to be rather marginal. Thus we performed MC simulations with two Gaussian White Noise processes for the listed significance levels for different smoothing windows and time/frequency resolutions.

Value

Returns a scale independent critical value. If siglevel is a vector of multiple significance values, also the return value is a vector of the same length.

Author(s)

D. Maraun

References

D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004

See Also

wcoh

Examples

##

Dasonk/SOWAS documentation built on May 6, 2019, 1:36 p.m.