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/202135a9d848931ebd036b97302f1e10d748... 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). David