Returns quantile coherency defined as $$\frac{f^{j_1, j_2}(\omega; \tau_1, \tau_2)}{(f^{j_1, j_1}(\omega; \tau_1, \tau_1) f^{j_2, j_2}(\omega; \tau_2, \tau_2))^{1/2}}$$ where \(f^{j_1, j_2}(\omega; \tau_1, \tau_2)\) is the quantile spectral density.
# S4 method for 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])
)Returns data from the coherency as defined in the details.
QuantileSD of which to get the values
a vector of frequencies for which to get the values
the first vector of levels for which to get the values
the second vector of levels for which to get the values
optional parameter that determine for which j1 to return the data; may be a vector of elements 1, ..., D
same as d1, but for j2
For the mechanism of selecting frequencies, dimensions and/or levels see,
for example, getValues-QuantileSD.
For examples on how to use this function go to QuantileSD.