coherence: Coherence spectrum - cross-spectrum analysis

In metno/esd: Climate analysis and empirical-statistical downscaling (ESD) package for monthly and daily data

Coherence spectrum - cross-spectrum analysis

Description

Based on: http://en.wikipedia.org/wiki/Wiener-Khinchin_theorem; Press et al. (1989) 'Numerical Recipes in Pascal', Cambridge, section 12.8 'Maximum Entropy (All Poles) Method'; von Storch & Zwiers (1999) 'Statistical Analysis in climate Research', Cambridge, section 11.4, eq 11.67, p. 235;

Usage

coherence(x, y, dt = 1, M = NULL, plot = TRUE)

Arguments

x	A vector (time series).
y	A vector (time series).
dt	time incremet - for plotting.
M	Window length - default= half series length
plot	Flag: plot the diagnostics.

Details

A test with two identical series the original equation (eq 11.67) from von Storch & Zwiers (1999) gave uniform values: 1. The denominator was changed from ( \Gamma_{xx} * \Gamma_{yy} ) to ( \sqrt{\Gamma_{xx} * \Gamma_{yy} )}.

Value

A complex vector .

metno/esd documentation built on Feb. 25, 2025, 6:44 p.m.