python互相关函数,计算互相关函数？

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.