tude between 0
   and 1, that estimates
            E[X*(f) Y(f)] / sqrt(E[X*(f) X(f)] E[Y*(f) Y(f)])
   where * denotes complex conjugation.  **Note that this is different
   from the matlab function COHERE, which returns the magnitude squared
   of this value.**

   Cxy = CMTM(X,Y,NW) specifies the time-bandwidth product for the
   discrete prolate spheroidal sequences (DPSS) is specified by NW; this
   value also determines the number of tapers as (2*NW-1).  If not
   given, the default NW is 4.
   
   C