Hi, Le 19/03/2013 08:12, Sudheer Joseph a écrit : > *Thank you Pierre,* > It appears the numpy.correlate uses the > frequency domain method for getting the ccf. I would like to know how > serious or exactly what is the issue with normalization?. I have > computed cross correlation using the function and interpreting the > results based on it. It will be helpful if you could tell me if there > is a significant bug in the function > with best regards, > Sudheer np.correlate works in the time domain. I started a discussion about a month ago about the way it's implemented http://mail.scipy.org/pipermail/numpy-discussion/2013-February/065562.html Unfortunately I didn't find time to dig deeper in the matter which needs working in the C code of numpy which I'm not familiar with.
Concerning the normalization of mpl.xcorr, I think that what is computed is just fine. It's just the way this normalization is described in the docstring which I think is weird. https://github.com/matplotlib/matplotlib/issues/1835 best, Pierre
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