Exact computations for the coherence estimate
The recent paper by Miranda de Sa etal. [10] developed methods for computing the sampling distribution of the coherence estimate between two signals. However, the methods were based on some approximations because it was claimed that exact calculations required extensive computations. In this technical note, we provide analytical expressions and 1-line programs for the exact computation of various measures of the sampling distribution. Besides being exact, our programs have several advantages over the methods suggested in [10].
coherence estimate sampling distribution non central beta distribution r language