[Numpy-discussion] Numpy correlate

Pierre Haessig pierre.haessig@crans....
Wed Mar 20 03:30:59 CDT 2013


Hi,
Le 19/03/2013 08:12, Sudheer Joseph a écrit :
> *Thank you Pierre,*
>                         It appears the numpy.correlate uses the
> frequency domain method for getting the ccf. I would like to know how
> serious or exactly what is the issue with normalization?. I have
> computed cross correlation using the function and interpreting the
> results based on it. It will be helpful if you could tell me if there
> is a significant bug in the function
> with best regards,
> Sudheer
np.correlate works in the time domain. I started a discussion about a
month ago about the way it's implemented
http://mail.scipy.org/pipermail/numpy-discussion/2013-February/065562.html
Unfortunately I didn't find time to dig deeper in the matter which needs
working in the C code of numpy which I'm not familiar with.

Concerning the normalization of mpl.xcorr, I think that what is computed
is just fine. It's just the way this normalization is described in the
docstring which I think is weird.
https://github.com/matplotlib/matplotlib/issues/1835

best,
Pierre
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