Multi-taper spectral analysispmtmPH.m,
requires the signal toolbox for Matlab. Note the Matlab pmtm.m routine computes
inaccurate error estimates due to problems in the chi2conf subroutine and the
assumed number of degrees of freedom. This script uses a fast approximation to
compute the 95% confidence limits for a chi-squared distribution and computes
the equivalent degrees of freedom [see Percival and Walden, 1993, p256 and
p370].
Multi-taper coherence analysiscmtm.m, requires
the signal toolbox for Matlab and following routines: cohconf.m to calculate confidence levels; cohbias.m to correct for the bias inherent to coherence
estimates; and cohbias.mat which is used with
cohbias.m. These files allow for the estimation of coherence and phase using
the mult-taper method with adaptive weighting. Note that coherence is returned,
not coherence-squared, as with the Matlab cohere.m function. Confidence
intervals are estimated for both coherence and phase along with an option to
plot the results.
Here are some demonstration scripts for the above
spectral analysis procedures and some other related material. Some supporting
files from the below toolbox are also needed.
A toolbox of various minor Matlab functions is also
available.