R help - Mar 2009 - how to estimate multidimensional spectral measure of coherence

Please, does anyone know of an R packge to estimate multidimensional spectral
measure of coherence within a moving time window ?
Some time ago I expeimented with a similar package that performs Cross Spectrum
Analysis on the whole signal though.
Unluckily I deal with non-stationary signals whose properties change along with
time. Therefore estimates can only be made over time periods
roughly proportional to the reciprocal of the rate at which properties are
changing.
Thank you very much.
Maura


tutti i telefonini TIM!


	[[alternative HTML version deleted]]

have you tried sowas?  I know you had talked about it, but it may do
what you want.  I have used it for the wavelet cross spectrum.

On Mon, Mar 23, 2009 at 9:47 AM,  <mauede at alice.it>
wrote:
> Please, does anyone know of an R packge to estimate multidimensional
spectral measure of coherence within a moving time window ?
> Some time ago I expeimented with a similar package that performs Cross
Spectrum Analysis on the whole signal though.
> Unluckily I deal with non-stationary signals whose properties change along
with time. Therefore estimates can only be made over time periods
> roughly proportional to the reciprocal of the rate at which properties are
changing.
> Thank you very much.
> Maura
>
>
> tutti i telefonini TIM!
>
>
> ? ? ? ?[[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.
>


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