coherence: coherence
In abarbour/psd: Adaptive, Sine-Multitaper Power Spectral Density and Cross Spectrum Estimation
View source: R/func_coherence_phase.R
coherence R Documentation
coherence
Description
Calculate coherence from the spectra and cross-spectra. This method is the same as
used in spec.pgram.
Usage
coherence(pgram)
Arguments
pgram
numeric array must be multivariate
Value
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.
abarbour/psd documentation built on Aug. 15, 2023, 8:56 a.m.
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View source: R/func_coherence_phase.R
| coherence | R Documentation |
coherence
Description
Calculate coherence from the spectra and cross-spectra. This method is the same as
used in spec.pgram.
Usage
coherence(pgram)
Arguments
pgram |
|
Value
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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