UsageΒΆ

Imports:

import numpy as np
import pycorrelate as pyc

Create two arrays t and u of discrete events, exponentially correlated:

np.random.seed(1)
size = 10**4
t = np.sort(np.random.randint(0, 10**5, size=size))
u = np.sort(t + np.random.exponential(scale=10, size=t.size).astype(np.int64))

Compute correlation:

lags = np.arange(0, 201)
G = pyc.pcorrelate(t, u, lags)

G contains the cross-correlation of t and u at the defined lags.

For more examples see Pycorrelate examples.