find the coherence

Is it possible to find the coherence between four vectors?

I have 4 vectors which represent temperature changes at different locations for a given period of time. At the moment the vectors are not the same size, therefore do I need to interpolate these first before attempting to find the coherence?

And if the vectors are of the same size, is it possible to find the coherence between the four vectors i.e. see how similar the temperature changes are in the four locations.

Answer 1

[Titus Edelhofer]

Hi,

yes, you will need to interpolate them onto some common time vector to reasonably compare them. For the comparison probably corrcoef will be the function you should use.

Titu