[SciPy-User] moving window (2D) correlation coefficient

Stéfan van der Walt stefan@sun.ac...
Thu Feb 11 00:35:55 CST 2010

On 10 February 2010 22:02, Zachary Pincus <zachary.pincus@yale.edu> wrote:
>> Well, speed is more important than readability this time :-) It's
>> terabytes of data I'll need to push through this function...
> OK, then cython is likely preferable here.

I'd say the Cython version is bound to be more readable than any
vectorised form one could contrive.  As an example of how to calculate
correlation coefficients in Cython using Summed Area Tables, have a
look at


(sorry for the horrible URL)

Further down, the function "ncc" declares normalised cross-correlation.


More information about the SciPy-User mailing list