coherence: Calculates the coherence between two series.

In driegert/transfer3: Estimate transfer functions using non-stationary multitaper framework

Description

Multitaper coherence estimate.

Usage

coherence(x, y, method = c("aveOfMsc", "mscOfAve", "mscOfAveCoh"), nw = 4,
  k = 7, nFFTx = NULL, centre = "none", dtx = 1, dty = 1,
  blockSizex = NULL, overlap = 0, freqRange = NULL, maxFreqOffset = 0,
  convertMscToNormal = FALSE, namex = "x", namey = "y")

Arguments

x	slower sampled series - the response (stupid)
y	faster sampled series - the predictor
method	only "aveOfMsc" is currently implemented
nw	blap
k	blap
centre	The time series is centred using one of three methods: expansion onto discrete prolate spheroidal sequences ('Slepian'), arithmetic mean ('arithMean'), trimmed mean ('trimMean'), or not at all ('none').

Details

Only calculates the forward coherence currently. 'x' is the response if the series do not have the same sampling rate ... which is confusing.

driegert/transfer3 documentation built on May 3, 2019, 8:33 p.m.