In R, I am using ccf or acf to compute the pair-wise cross-correlation function so that I can find out which shift gives me the maximum value. From the looks of it, R gives me a normalized sequence of values. Is there something similar in Python's scipy or am I supposed to do it using the fft module? Currently, I am doing it as follows:
xcorr = lambda x,y : irfft(rfft(x)*rfft(y[::-1]))
x = numpy.array([0,0,1,1])
y = numpy.array([1,1,0,0])
print xcorr(x,y)
解决方案
To cross-correlate 1d arrays use numpy.correlate.
There is also matplotlib.pyplot.xcorr which is based on numpy.correlate.
See this post on the SciPy mailing list for some links to different implementations.
Edit: @user333700 added a link to the SciPy ticket for this issue in a comment.