On 11.10.2013, at 01:19, Julian Taylor jtaylor.deb...@googlemail.com wrote:
Yeah, unless the current behaviour is actually broken or redundant in
some way, we're not going to switch from one perfectly good convention
to another perfectly good convention and break everyone's code in
It seems to me that Wolfram is following yet another path. From
http://mathworld.wolfram.com/Autocorrelation.html and more importantly
http://mathworld.wolfram.com/Cross-Correlation.html, equation (5):
z_mathworld[k] = sum_n conj(a[n]) * v[n+k]
= conj( sum_n a[n] * conj(v[n+k]) )
On 10.10.2013, at 19:27, David Goldsmith d.l.goldsm...@gmail.com wrote:
On Wed, Oct 9, 2013 at 7:48 PM, Bernhard Spinnler
bernhard.spinn...@gmx.net wrote:
Hi Richard,
Ah, I searched the list but didn't find those posts before?
I can easily imagine that correlation is defined
to back up one stance or another?
But all else being equal, I'm guessing there'll be far more appetite for
updating the documentation than the code.
Regards,
Richard Hattersley
On 7 October 2013 22:09, Bernhard Spinnler bernhard.spinn...@gmx.net wrote:
The numpy.correlate documentation
The numpy.correlate documentation says:
correlate(a, v) = z[k] = sum_n a[n] * conj(v[n+k])
In [1]: a = [1, 2]
In [2]: v = [2, 1j]
In [3]: z = correlate(a, v, 'full')
In [4]: z
Out[4]: array([ 0.-1.j, 2.-2.j, 4.+0.j])
However, according to the documentation, z should be
I have problems to get a piece of code to work with a new numpy/scipy version.
The code essentially sets up a matrix Ryy and a vector Rya and solves the
system of linear equations Ryy*c = Rya for c. Then it checks whether the
resulting vector c satisfies the equation: Ryy*c must be equal to
