I am using the wavelet coherence function on physiological data, from the wavelet toolbox. Overall, I am getting the result I want, but I would like to know how is the smoothing operator in time and scale S in the wavelet coherence function defined?
In particular, there are two references Grinsted et al., 2004 and also Torrence and Webster, 1999, which have a definition for the smoothing operator. To my understanding that is a window moving average in time and scale, but I would like to know, does anyone know how it is defined in the matlab function "wcoherence(x,y)".
Many thanks!
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