On Dec 2, 7:12 pm, sturlamolden wrote:
> For two 1D ndarrays, the cross-correlation is
>
> from numpy.fft import rfft, irfft
> from numpy import fliplr
>
> xcorr = lambda x,y : irfft(rfft(x)*rfft(fliplr(y)))
>
> Normalize as you wish, and preferably pad with zeros before invoking
> xcorr.
Thanks,
I have two data sets which I wish to perform the discrete correlation
function on and then plot the results for many values of t to see what
if any time lag exists between the data.
Thus far my code is;
import csv
import pylab
from pylab import *
from numpy import *
from numpy import array
HSBC=c
