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文件名称:Scrosspectrum
介绍说明--下载内容来自于网络,使用问题请自行百度
Subroutine for continuous cross spectrum analysis of two
one-dimensional series x(i) and y(i) (i=1,...,n).
Input parameters and arrays: n,m, x(n), y(n),
n: number of data
m: biggest lag time length. Generally, m is between n/3 and n/10.
x(n),y(n): raw series
Output variables:
ol(0:m): frequency array
tl(0:m): periodic array
px(0:m): power spectrum of x(n)
py(0:m): power spectrum of y(n)
pxy(0:m): co-spectrum between x and y
qxy(0:m): quad-spectrum between x and y
rxy(0:m): coherence spectrum between x and y (it is between 0 and 1)
cxy(0:m): phase difference spectrum between x and y
If cxy(i)>0, then x trails y for the wave i, i.e. y leads x.
lxy(0:m): lag length spectrum between x and y
rxy951(0:m): 95 F-test confidence upper limit for coherence spectrum rxy
rxy952(0:m): 95 Goodman-test confidence upper limit for coherence spectrum rxy - By Dr. Li Jianping, September 6, 2001.
one-dimensional series x(i) and y(i) (i=1,...,n).
Input parameters and arrays: n,m, x(n), y(n),
n: number of data
m: biggest lag time length. Generally, m is between n/3 and n/10.
x(n),y(n): raw series
Output variables:
ol(0:m): frequency array
tl(0:m): periodic array
px(0:m): power spectrum of x(n)
py(0:m): power spectrum of y(n)
pxy(0:m): co-spectrum between x and y
qxy(0:m): quad-spectrum between x and y
rxy(0:m): coherence spectrum between x and y (it is between 0 and 1)
cxy(0:m): phase difference spectrum between x and y
If cxy(i)>0, then x trails y for the wave i, i.e. y leads x.
lxy(0:m): lag length spectrum between x and y
rxy951(0:m): 95 F-test confidence upper limit for coherence spectrum rxy
rxy952(0:m): 95 Goodman-test confidence upper limit for coherence spectrum rxy - By Dr. Li Jianping, September 6, 2001.
相关搜索: cross power spectrum
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Scrosspectrum.f
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