R: Compute quantile coherency from a quantile spectral density...

getCoherency-QuantileSD {quantspec}

R Documentation

Compute quantile coherency from a quantile spectral density kernel

Description

Returns quantile coherency defined as

\frac{f^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(f^{j_1, j_1}(\omega; \tau_1, \tau_1) f^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}}

where f^{j_1, j_2}(\omega; \tau_1, \tau_2) is the quantile spectral density.

Usage

## S4 method for signature 'QuantileSD'
getCoherency(
  object,
  frequencies = 2 * pi * (0:(object@N - 1))/object@N,
  levels.1 = getLevels(object, 1),
  levels.2 = getLevels(object, 2),
  d1 = 1:(dim(object@values)[2]),
  d2 = 1:(dim(object@values)[4])
)

Arguments

`object`	`QuantileSD` of which to get the values
`frequencies`	a vector of frequencies for which to get the values
`levels.1`	the first vector of levels for which to get the values
`levels.2`	the second vector of levels for which to get the values
`d1`	optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
`d2`	same as d1, but for j2

Details

For the mechanism of selecting frequencies, dimensions and/or levels see, for example, getValues-QuantileSD.

Value