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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