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

From: stephen sefick <ssefick_at_gmail.com>
Date: Mon, 23 Mar 2009 10:36:24 -0400

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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-- 
Stephen Sefick

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Received on Mon 23 Mar 2009 - 13:51:28 GMT

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