If the wavelet analysis was run first on two series, use the resulting Scalogram objects to compute coherence and produce a Coherence object. This new method would be attached to the Scalogram class as such:
scal1.coherence(scal2)
Need checks that the axes are the same (tau/frequency or scale are the same).
If the wavelet analysis was run first on two series, use the resulting Scalogram objects to compute coherence and produce a Coherence object. This new method would be attached to the Scalogram class as such:
scal1.coherence(scal2)Need checks that the axes are the same (tau/frequency or scale are the same).