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 |
|
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
Returns data from the coherency as defined in the details.
See Also
For examples on how to use this function go to QuantileSD
.