[Numpy-discussion] Problem with correlate

David Cournapeau david at ar.media.kyoto-u.ac.jp
Tue Jun 2 06:59:07 EDT 2009

Robin wrote:
> On Tue, Jun 2, 2009 at 11:36 AM, David Cournapeau <cournape at 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:


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).


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