The false positive rate obtained at each frequency for tests of wavelet coherence based on independent data (a); and the false negative rate for an example of partly correlated data (b). The standard wavelet coherence algorithm is in red; the new, fast algorithm using circular convolutions and no scalloping is in green. Rates are based on 1000 simulations. Tests are based on 1000 surrogate data sets for each. See text for additional details.