Re: [R] R: how to estimate multidimensional spectral measure of coherence

Look at the function wco to see if you can use it. I don't have R on my work computer right now to test and see, but AI think you could look at this. I don't know what a slidding window is, but wavelets are time localized so I don't think this would be a problem. Also, you could easily slide the

[R] R: how to estimate multidimensional spectral measure of coherence

Does it work on a sliding window ? Does it estimate the cospectrum (the real part) and the quadrature spectrum (complex), the coherence squared, and the phase difference between two vector time series ? SOme time ago I started to read its author's thesis. It seemed to me strictly tailored on the