correlate function
Compute the 1D cross-correlation of 2 signals
input
: input signalkernel
: kernel signal that will convolve with inputfast
: optional parameter default false, if true, compute convolution using FFT if false (default), compute convolution using numerical definition
References
- "enhancement: add cross-correlation". https://github.com/scidart/scidart/issues/20. Retrieved 2021-02-01.
- "Scipy correlate". https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.correlate.html. Retrieved 2021-02-03.
- "Cross-correlation". https://en.wikipedia.org/wiki/Cross-correlation. Retrieved 2021-02-03.
Examples
var xi = Array([1, 0, 0, 0, 0]);
var yi = Array([0, 0, 0, 0, 1]);
print(correlate(xi, yi));
/* output:
Array([1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0])
*/
Implementation
Array correlate(Array input, Array kernel, {fast = false}) {
return convolution(input, arrayReverse(kernel), fast: fast);
}