[Numpy-discussion] How to limit cross correlation window width in Numpy?
sturla.molden at gmail.com
Wed Jun 17 18:13:25 EDT 2015
On 17/06/15 04:38, Honi Sanders wrote:
> I have now implemented this functionality in numpy.correlate() and numpy.convolve(). https://github.com/bringingheavendown/numpy. The files that were edited are:
> Please look over the code, my design decisions, and the unit tests I have written. This is my first time contributing, so I am not confident about any of these and welcome feedback.
I'll just repeat here what I already said on Github.
I think this stems from the need to compute cross-correlograms as used
in statistical signal analysis, whereas numpy.correlate and
scipy.signal.correlate are better suited for matched filtering.
I think the best solution would be to add a function called
scipy.signal.correlogram, which would return a cross-correlation and an
array of time lags. It could take minlag and maxlag as optional arguments.
Adding maxlag and minlag arguments to numpy.convolve makes very little
sense, as far as I am concerned.
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