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.
Same data1 is used for sig2 instead of data2
current code sig2 = wavelet.significance(1.0, dt, cwt2[1], 0, data1['alpha'], wavelet=mother) should be: sig2 = wavelet.significance(1.0, dt, cwt2[1], 0, data2['alpha'], wavelet=mother)