Aslak Grinsted, John Moore and Svetlana Jevrejeva
Grinsted, A., J. C. Moore, S. Jevrejeva (2004), Application of the cross wavelet transform and wavelet coherence to geophysical time series, Nonlin. Process. Geophys., 11, 561566 link
Most of the routines included are MIT licensed. But please read details in individual files, as it includes some codes that are not authored by us.
We would like to thank the following people for letting us include their programs in our package. See the licensing details in the individual files.