getCoherency-SmoothedPG function

Compute quantile coherency from a smoothed quantile periodogram.

Compute quantile coherency from a smoothed quantile periodogram.

Returns quantile coherency defined as [REMOVE_ME]Gj1,j2(ω;τ1,τ2)(Gj1,j1(ω;τ1,τ1)Gj2,j2(ω;τ2,τ2))1/2[REMOVEME2] \frac{G^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(G^{j_1, j_1}(\omega; \tau_1, \tau_1) G^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}} [REMOVE_ME_2]

where Gj1,j2(ω;τ1,τ2)G^{j_1, j_2}(\omega; \tau_1, \tau_2) is the smoothed quantile periodogram.

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

Arguments

  • object: SmoothedPG 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 array values that's a slot of object.

Description

Returns quantile coherency defined as

Gj1,j2(ω;τ1,τ2)(Gj1,j1(ω;τ1,τ1)Gj2,j2(ω;τ2,τ2))1/2 \frac{G^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(G^{j_1, j_1}(\omega; \tau_1, \tau_1) G^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}}

where Gj1,j2(ω;τ1,τ2)G^{j_1, j_2}(\omega; \tau_1, \tau_2) is the smoothed quantile periodogram.

Details

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

See Also

An example on how to use this function is analogously to the example given in getValues-QuantilePG.

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