| criticalvaluesWCO {sowas} | R Documentation |
This function estimates critical values for the wavelet coherency between two processes using the Morlet wavelet based on a formula derived from Monte Carlo simulations.
criticalvaluesWCO(s0, noctave, nvoice, w0, swabs, tw, siglevel = 0.95)
s0 |
lowest calculated scale in units of the time series |
noctave |
number of octaves |
nvoice |
number of voices per octave |
w0 |
time/frequency resolution omega0 |
swabs |
length of smoothing window in scale direction at scale s is 2*swabs+1 |
tw |
length of smoothing window in time direction is 2*s*tw+1 |
siglevel |
significance level, e.g. 0.9, 0.95 or 0.99. At the moment, only these values are possible. siglevel might also be a vector, e.g. c(0.9,0.95) to plot more contourlines. |
The process dependency appeared to be rather marginal. Thus we performed MC simulations with two Gaussian White Noise processes for the listed significance levels for different smoothing windows and time/frequency resolutions.
Returns a scale independent critical value. If siglevel is a vector of multiple significance values, also the return value is a vector of the same length.
D. Maraun
D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004
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