在numpy.correlate中指定滞后 [英] Specify lag in numpy.correlate

问题描述

Matlab的互相关函数xcorr(x,y,maxlags)具有选项maxlag，该选项返回滞后范围[-maxlags:maxlags]上的互相关序列. Numpy的numpy.correlate(N,M,mode)具有三种模式，但是它们都不允许我设置特定的滞后，这与完全(N+M-1)，相同的(max(M, N))或有效的(max(M, N) - min(M, N) + 1 )不同.对于len(N) = 60000，len (M) = 200，我想将滞后时间设置为100.

Matlab's cross-correlation function xcorr(x,y,maxlags) has an option maxlag, which returns the cross-correlation sequence over the lag range [-maxlags:maxlags]. Numpy's numpy.correlate(N,M,mode) has three modes, but none of them allow me to set a specific lag, which is different from full (N+M-1), same (max(M, N)) or valid (max(M, N) - min(M, N) + 1 ). For len(N) = 60000, len (M) = 200, I want to set the lag as 100.

推荐答案

我建议您查看此处.

I would recommend looking at this file to determine how you would want to implement the correlation described here.

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