Correlation utilities (pydsm.correlations)

Functions to compute the auto- and cross- correlation between two vectors.

So far only unnormalized (raw) correlations are supported.

Functions

raw_acorr(x, N)	Computes the raw autocorrelation of a vector up to lag N.
raw_xcorr(x, y, N)	Computes the raw crosscorrelation between two vectors up to lag N.