On 14-Feb-01 Jason Turner wrote:
I'm using spec for multivariate time series, and have a question about "coh". This is probably a very silly question, but I'm a bit stumped. From the documentation: Column i + (j - 1) * (j - 2)/2 of coh contains the squared coherency between columns i and j of x, where i > j. What's in column 1 of coh?
Not a silly question, but a silly typo in the help page. In fact the formula is valid for i < j not i > j, so column 1 gives the squared coherency between columns 1 and 2: 1 + (2 - 1) * (2 - 2)/2 = 1 Martyn -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._