On 12/12/06, David Cournapeau <[EMAIL PROTECTED]> wrote:
Hi,
I am polishing some code to compute autocorrelation using fft, and
when testing the code against numpy.correlate, I realised that I am not
sure about the definition... There are various function related to
correlation as far as numpy/scipoy is concerned:
numpy.correlate
numpy.corrcoef
scipy.signal.correlate
For me, the correlation between two sequences X and Y at lag t is
the sum(X[i] * Y*[i+lag]) where Y* is the complex conjugate of Y.
numpy.correlate does not use the conjugate, scipy.signal.correlate as
well, and I don't understand numpy.corrcoef. I've never seen complex
correlation used without the conjugate, so I was curious why this
Neither have I, it is one of those oddities that may have been inherited
from Numeric. I wouldn't mind seeing it changed but it is probably a bit
late for that.
Chuck
_______________________________________________
Numpy-discussion mailing list
[email protected]
http://projects.scipy.org/mailman/listinfo/numpy-discussion
