Magnitude-squared coherence between two time series

Magnitude-squared coherence between two time series

Usage

morie_coherence(x, y, nperseg = NULL, fs = 1)

Arguments

x

Numeric vector.

y

Numeric vector (same length).

nperseg

Segment length. Default n/4.

fs

Sampling frequency. Default 1.

Value

Named list with \(frequencies, coherence, n_segments, nperseg, fs, n, method\).

Examples

set.seed(1)
morie_coherence(x = rnorm(50), y = rnorm(50))
#> $frequencies
#> [1] 0.00000000 0.08333333 0.16666667 0.25000000 0.33333333 0.41666667 0.50000000
#> 
#> $coherence
#> [1] 4.837701e-48 3.064095e-01 2.933705e-02 4.458402e-01 8.999459e-03
#> [6] 8.632810e-02 4.627283e-02
#> 
#> $n_segments
#> [1] 7
#> 
#> $nperseg
#> [1] 12
#> 
#> $fs
#> [1] 1
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Magnitude-squared coherence (Welch, base R)"
#>