[Numpy-discussion] help using np.correlate to produce correlograms.

Jose Guzman sjm.guzman at gmail.com
Thu Dec 11 13:01:16 EST 2014

On 11/12/14 09:54, Pierre Haessig wrote:
> The basic idea is to enable the user to select the exact range of lags
> he wants. Unfortunately I didn't take the time to go further than the
> specification above...

I would be particularly interested in computing cross-correlations in a 
range of +-4000 sampling points lags. Unfortunately, my 
cross-correlations require vectors of ~8e6 of points, and np.correlate 
performs very slowly if I compute the whole range.

I also heard that a faster alternative to compute the cross-correlation 
is to perform the product of the Fourier transform of the 2 vectors and 
then performing the inverse Fourier of the result.



Jose Guzman

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