coherence {psd}

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.