Morse wavelets. Basic code to
calculate the wavelet transform as well as the coherence analysis of several
time series. Note that the phase estimate and uncertainty estimate is set for
the scenario that the 1^{st} and 3^{rd} components only are of
interest. The polarization estimate is valid in the general set-up.

See also my collaborator (Jonathan Lilly’s) excellent package - http://www.jmlilly.net/jmlsoft.html

The papers that go with this code are:

*IEEE Trans.
Signal Processing, *50,
2661-2670, 2002.

*Proc. R. Soc. Lond.
A., 459, 413-44, 2003.*

*Proc.
R. Soc. Lond. A., 459, 641-57, 2003.*

*IEEE Trans. on Biomedical Engineering, *50, 51-57, 2003.

Lilly J. and Olhede S. C. On the
Design of Optimal Analytic Wavelets, Department of Statistical Science Reseach
Report 289.