getCoherency-QuantileSD function

Compute quantile coherency from a quantile spectral density kernel

Compute quantile coherency from a quantile spectral density kernel

Returns quantile coherency defined as [REMOVE_ME]fj1,j2(ω;τ1,τ2)(fj1,j1(ω;τ1,τ1)fj2,j2(ω;τ2,τ2))1/2[REMOVEME2] \frac{f^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(f^{j_1, j_1}(\omega; \tau_1, \tau_1) f^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}} [REMOVE_ME_2]

where fj1,j2(ω;τ1,τ2)f^{j_1, j_2}(\omega; \tau_1, \tau_2) is the quantile spectral density.

## S4 method for signature 'QuantileSD' getCoherency( object, frequencies = 2 * pi * (0:(object@N - 1))/object@N, levels.1 = getLevels(object, 1), levels.2 = getLevels(object, 2), d1 = 1:(dim(object@values)[2]), d2 = 1:(dim(object@values)[4]) )

Arguments

  • object: QuantileSD of which to get the values
  • frequencies: a vector of frequencies for which to get the values
  • levels.1: the first vector of levels for which to get the values
  • levels.2: the second vector of levels for which to get the values
  • d1: optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
  • d2: same as d1, but for j2

Returns

Returns data from the coherency as defined in the details.

Description

Returns quantile coherency defined as

fj1,j2(ω;τ1,τ2)(fj1,j1(ω;τ1,τ1)fj2,j2(ω;τ2,τ2))1/2 \frac{f^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(f^{j_1, j_1}(\omega; \tau_1, \tau_1) f^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}}

where fj1,j2(ω;τ1,τ2)f^{j_1, j_2}(\omega; \tau_1, \tau_2) is the quantile spectral density.

Details

For the mechanism of selecting frequencies, dimensions and/or levels see, for example, getValues-QuantileSD.

See Also

For examples on how to use this function go to QuantileSD.

  • Maintainer: Tobias Kley
  • License: GPL (>= 2)
  • Last published: 2024-07-11