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Published 20 hours ago • verified publisher icon mathnet

Cross correlation

Open MarcoRoss84 opened this issue 6 years ago • 0 comments

Implemented and tested cross correlation, similar to the functionality in numpy. The function was added as Correlation.CrossCorrelation(IList<double> x, IList<double> y, CorrelationMode mode) where mode can either be Valid, Same, or Full. The padding modes are equivalent to the numpy function. The algorithm chooses based on the lengths of x and y whether to do the calculation in time-domain or frequency-domain.

MarcoRoss84 avatar Jun 25 '19 08:06 MarcoRoss84