[Rd] RE: [R] silly question about spec (PR#847)

plummer@iarc.fr plummer@iarc.fr
Tue, 13 Feb 2001 12:17:09 +0100 (MET)


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

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