[R] how to estimate multidimensional spectral measure of coherence

stephen sefick ssefick at gmail.com
Mon Mar 23 15:36:24 CET 2009

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!
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Stephen Sefick

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