wavelet_coherence (pyleoclim.utils.wavelet.wavelet_coherence)

pyleoclim.utils.wavelet.wavelet_coherence(coeff1, coeff2, freq, tau, smooth_factor=0.25)[source]

Return the cross wavelet coherence.

Parameters

  • coeff1 (array) – the first of two sets of wavelet transform coefficients in the form of a1 + a2*1j

  • coeff2 (array) – the second of two sets of wavelet transform coefficients in the form of a1 + a2*1j

  • freq (array) – vector of frequency

  • tau (array') – the evenly-spaced time points, namely the time shift for wavelet analysis

Returns

xw_coherence – the cross wavelet coherence

Return type

array

References

  1. Grinsted, A., Moore, J. C. & Jevrejeva, S. Application of the cross wavelet transform and

    wavelet coherence to geophysical time series. Nonlin. Processes Geophys. 11, 561–566 (2004).

  2. Matlab code by Grinsted (https://github.com/grinsted/wavelet-coherence)

  3. Python code by Sebastian Krieger (https://github.com/regeirk/pycwt)