Re: [Numpy-discussion] How to limit cross correlation window width in Numpy?

2015-06-21 Thread Mansour Moufid
I just realized that NumPy uses the time domain algorithm for correlation. So it would be much easier to modify the correlation functions in SciPy than in NumPy. ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/li

Re: [Numpy-discussion] How to limit cross correlation window width in Numpy?

2015-06-17 Thread Mansour Moufid
Hello, There is a simple solution. The cross-correlation of two arrays of lengths m and n is of length m + n - 1, where m is usually much larger than n. If you need to compute the cross-correlation with a bound on the lag of k, then truncate the longer array to length k - n + 1. That is, def _