Re: [R] R: how to estimate multidimensional spectral measure of coherence

Look at the function wco to see if you can use it. I don't have R on my work computer right now to test and see, but AI think you could look at this. I don't know what a slidding window is, but wavelets are time localized so I don't think this would be a problem. Also, you could easily slide the

[R] R: how to estimate multidimensional spectral measure of coherence

Does it work on a sliding window ? Does it estimate the cospectrum (the real part) and the quadrature spectrum (complex), the coherence squared, and the phase difference between two vector time series ? SOme time ago I started to read its author's thesis. It seemed to me strictly tailored on the

Re: [R] how to estimate multidimensional spectral measure of coherence

have you tried sowas? I know you had talked about it, but it may do what you want. I have used it for the wavelet cross spectrum. On Mon, Mar 23, 2009 at 9:47 AM, wrote: > Please, does anyone know of an R packge to estimate multidimensional spectral > measure of coherence within a moving time

[R] how to estimate multidimensional spectral measure of coherence

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