Acknowledgements

We would like to thank Christopher Torrence, Gilbert P. Compo, Aslak Grinsted, John Moore, Svetlana Jevrejevaand and Alexey Brazhe for sharing their code in the wield and also Jack Ireland and Renaud Dussurget for their attentive eyes, feedback and debugging.

Package authors

Sebastian Krieger, Nabil Freij

Disclaimer

This module is based on routines provided by C. Torrence and G. P. Compo available at http://paos.colorado.edu/research/wavelets/, on routines provided by A. Grinsted, J. Moore and S. Jevrejeva available at http://noc.ac.uk/using-science/crosswavelet-wavelet-coherence, and on routines provided by A. Brazhe available at <http://cell.biophys.msu.ru/static/swan/.

This software is released under a BSD-style open source license. Please read the license file for further information. This routine is provided as is without any express or implied warranties whatsoever.

References

• Torrence, C. and Compo, G. P.. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society, American Meteorological Society, 1998, 79, 61-78. DOI 10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2.
• Torrence, C. and Webster, P. J.. Interdecadal changes in the ENSO-Monsoon system, Journal of Climate, 1999, 12(8), 2679-2690. DOI 10.1175/1520-0442(1999)012<2679:ICITEM>2.0.CO;2.
• Grinsted, A.; Moore, J. C. & Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics, 2004, 11, 561-566. DOI 10.5194/npg-11-561-2004.
• Mallat, S.. A wavelet tour of signal processing: The sparse way. Academic Press, 2008, 805.
• Addison, P. S. The illustrated wavelet transform handbook: introductory theory and applications in science, engineering, medicine and finance. IOP Publishing, 2002. DOI 10.1201/9781420033397.
• Liu, Y., Liang, X. S. and Weisberg, R. H. Rectification of the bias in the wavelet power spectrum. Journal of Atmospheric and Oceanic Technology, 2007, 24, 2093-2102. DOI 10.1175/2007JTECHO511.1.