[Numpy-discussion] Problem with correlate

Ryan May rmay31@gmail....
Tue Jun 2 08:56:08 CDT 2009


On Tue, Jun 2, 2009 at 5:59 AM, David Cournapeau <
david@ar.media.kyoto-u.ac.jp> wrote:

> Robin wrote:
> > On Tue, Jun 2, 2009 at 11:36 AM, David Cournapeau <cournape@gmail.com>
> wrote:
> >
> >> Done in r7031 - correlate/PyArray_Correlate should be unchanged, and
> >> acorrelate/PyArray_Acorrelate implement the conventional definitions,
> >>
> >
> > I don't know if it's been discussed before but while people are
> > thinking about/changing correlate I thought I'd like to request as a
> > user a matlab style xcorr function (basically with the functionality
> > of the matlab version).
> >
> > I don't know if this is a deliberate emission, but it is often one of
> > the first things my colleagues try when I get them using Python, and
> > as far as I know there isn't really a good answer. There is xcorr in
> > pylab, but it isn't vectorised like xcorr from matlab...
> >
>
> There is one in the talkbox scikit:
>
>
> http://github.com/cournape/talkbox/blob/202135a9d848931ebd036b97302f1e10d7488c63/scikits/talkbox/tools/correlations.py
>
> It uses the fft, and bonus point, the file is independent of the rest of
> toolbox. There is another version which uses direct implementation (this
> is faster if you need only a few lags, and it takes less memory too).


I'd be +1 on including something like this (provided it expanded to include
complex-valued data).  I think it's a real need, since everyone seems to
keep rolling their own.  I had to write my own just so that I can calculate
a few lags in a vectorized fashion.

Ryan

-- 
Ryan May
Graduate Research Assistant
School of Meteorology
University of Oklahoma
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