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On Thu, Dec 18, 2008 at 1:33 PM, Matt Knox <mattknox.ca@gmail.com> wrote:
Timmie <timmichelsen <at> gmx-topmail.de> writes:
Hello, I try to correlate two timeseries.
I don not understand, why I get an error for incompatile size.
I would say this is a bug. Although I am not 100% certain the cause of it at the moment. I think it happens when the correlate function tries to create a new TimeSeries to store the result in and somehow the dates of the input TimeSeries get passed along to create the resulting TimeSeries (which will be of size 1).
A simple work around for now is to just call np.correlate on the underlying raw array (using the .data attribute of the TimeSeries). Note that np.correlate will NOT work properly with MaskedArray's that contain masked value. In general you should assume functions from the top level numpy namespace will not work properly with masked values.
Tim, if you need them, there are some statistical functions that work for masked arrays in scipy.stats.mstats. They are not yet included in the new docs. But you can see what is available with import scipy.stats dir(scipy.stats.mstats) I don't know how well they work with TimeSeries. Josef