[SciPy-user] Correlate Times?

Georg Holzmann grh@mur...
Fri Jan 18 02:10:41 CST 2008


> scipy.signal.correlate is a N-d correlation algorithm as has been 
> noted.  It is going to be slower for 1-d arrays.  Now, there is nothing 
> wrong with checking for that case and calling the 1-d version, it's just 
> never been done (probably because people who only need 1-d correlation 
> are already just using numpy.correlate).

It did not check the code now, but aren't all this correlation method 
calculated in time domain ?

I was quite confused some months ago when trying to calculate 
correlation of bigger data and then implemented an FFT version.
So I think it would be useful if (at least in scipy.signal) it 
automatically calculates the correlation in frequency domain with bigger 
data - AFAIK that's also the way it is done in matlab ...


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