[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.
Best
Jose
--
Jose Guzman
http://www.ist.ac.at/~jguzman/
More information about the NumPy-Discussion
mailing list