Calculate coherence from the spectra and cross-spectra. This method is the same as
used in spec.pgram.
Usage
coherence(pgram)
Value
list of coherence. For multivariate time series, a
matrix containing the squared coherency between different series.
Column i + (j - 1) * (j - 2)/2 contains the squared coherency
between columns i and j of x, where i < j.