On Thu, Mar 25, 2010 at 11:14 AM, <[email protected]> wrote: > On Thu, Mar 25, 2010 at 11:10 AM, Mark Bakker <[email protected]> wrote: >> Anybody know of a partial autocorrelation function in numpy? Maybe in scipy? >> >> Thanks, >> >> Mark >> >> ps. I know, not too difficult, but if it is around I'd be happy to use it.
We have partial autocorrelation in scikits.statsmodels, based on ols or on yule walker. I think it's possible to get them more efficiently with Levinson-Durbin recursion e.g. in scikits.talkbox, but I haven't figured out yet how to recover it. (I hit the wrong button in the previous message) Josef >> >> _______________________________________________ >> NumPy-Discussion mailing list >> [email protected] >> http://mail.scipy.org/mailman/listinfo/numpy-discussion >> >> > _______________________________________________ NumPy-Discussion mailing list [email protected] http://mail.scipy.org/mailman/listinfo/numpy-discussion
