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, <mauede at alice.it> wrote:
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 properties change along with time. Therefore estimates can only be made over time periods roughly proportional to the reciprocal of the rate at which properties are changing. Thank you very much. Maura tutti i telefonini TIM! ? ? ? ?[[alternative HTML version deleted]]
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