A Python module for continuous wavelet spectral analysis. It includes a collection of routines for wavelet transform and statistical analysis via FFT algorithm. In addition, the module also includes cross-wavelet transforms, wavelet coherence tests and sample scripts.
I believe there is a square root missing (sj) in the calculation of the inverse wavelet transform. It should be:
iW = (dj np.sqrt(dt) / wavelet.cdelta wavelet.psi(0) * (np.real(W) / np.sqrt(sj)).sum(axis=0))