I am reading some documentation about Cross Spectrum Analysis as a technique
to compare spectra.
My understanding is that it estimates the correlation strength between
quasi-periodic structures embedded in two signals. I believe it may be
useful for my signals analysis.
I was referred to the R functions that implement this type of analysis. I
tried all the examples which generated a series of fancy plots. But I need
to work on the numerical results.
I have read that the following info is available through Cross Spectra
analysis:
*Cross-periodogram, Cross-Density, Quadrature-density, Cross-amplitude, Squared
Coherency, Gain, and Phase Shift*
I went through a couple of the two-series (bivariate) cross-spectrum
analysis examples with R.
I also printed out the attributes of the analysis (see the following). I
cannot quite match the above quantities with the attributes/features output
of cross-spectra analysis with R.
I would greatly appreciate some explanation (which is what) and seeing some
more worked out examples.
> attributes(mfdeaths.spc)
$names
[1] "freq" "spec" "coh" "phase" "kernel" "df"
[7] "bandwidth" "n.used" "orig.n" "series" "snames" "method"
[13] "taper" "pad" "detrend" "demean"
$class
[1] "spec"
Thank you so much.
Yours Faithfully,
--
Maura E.M
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