Please, does anyone know of an R packge to estimate multidimensional spectral
measure of coherence within a moving time window ?
Some time ago I expeimented with a similar package that performs Cross Spectrum
Analysis on the whole signal though.
Unluckily I deal with non-stationary signals whose properties change along with
time. Therefore estimates can only be made over time periods
roughly proportional to the reciprocal of the rate at which properties are
changing.
Thank you very much.
Maura
tutti i telefonini TIM!
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