Multi-taper spectral analysis

http://www.people.fas.harvard.edu/~phuybers/Mfiles/index.html

Matlab Scripts

Multi-taper spectral analysis
pmtmPH.m (requires the signal toolbox for Matlab)

Note the Matlab pmtm.m routine computes inaccurate error estimates due to problems in the chi2conf subroutine and
the assumed number of degrees of freedom. This script uses a fast approximation to compute the 95% confidence limits
for a chi-squared distribtution and computes the equivalent degrees of freedom [see Percival and Walden, 1993, p256 and p370].

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Multi-taper coherence analysis
cmtm.m (requires the signal toolbox for Matlab and the below routines)
cohconf.m (calculates confidence levels)
cohbias.m (corrects for the bias ineherent to coherence estimates)
cohbias.mat (used with cohbias.m)

These files allow for the estimation of coherence and phase using the mult-taper method with adaptive weigthing.
Note: Coherece is returned, not coherence-squared, as with the Matlab cohere.m function. Also, the confidence
interval for both coherence and phase is estimated along with an option to plot the results.

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Some simple demonstrations of spectral analysis procedures and some other related material: demonstration scripts.
Some supporting files from the below toolbox may be neccessary.

An assortment of matlab functions are also available: toolbox.