Function cross_wavelet_spectrum 

pub fn cross_wavelet_spectrum<T>(
    signal1: &Signal<T>,
    signal2: &Signal<T>,
    wavelet: &dyn ContinuousWavelet,
    scales: &[f64],
    sampling_freq: f64,
) -> Result<CrossSpectrumResult<T>>
where
    T: Float + FromPrimitive + Send + Sync + SignalType + AddAssign + SubAssign + MulAssign + DivAssign + RemAssign,

Compute cross-wavelet spectrum only (without full coherence)

This is faster if you only need the cross-spectrum and phase.