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Method
See e.g. Bloomfield - "Fourier Analysis of Time Series: An
Introduction" Power and cross-spectra are calculated using a NAG
FFT routine, these are then smoothed with a truncated Gaussian
(truncated at 2.5 sigma). A cosine bell taper can be applied to
the input data to reduce leakage in the spectrum, though it will
also reduce the total power somewhat.
NOTE: The phase spectrum has a negative slope when INP1
leads INP2.
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