Does the MATLAB function wcoherence compute significance of the coherence values?

On the basis of what I understand from the literature, significant values need to be computed by doing Monte-Carlo simulations by generating surrogate data from the orginal x,y pair. Is this implemented in the MATLAB function already?

Answer 1

[Srishti Sahni]

I understand that you want to compute the significance of the coherence values as per the Monte-Carlo simulations, but unfortunately that functionality is not available within the ‘wcoherence’ function.

You can read more about the different variations of the ‘wcoherence’ function on the following link:

Wavelet coherence and cross-spectrum - MATLAB wcoherence (mathworks.com)