Re: [Matplotlib-users] cross correlation

[Sudheer J. <sud...@ya...>]

Thank you verymuch Hobson,
                                      However I think I did not understand the suggestion by you fully( pardon my ignorance). I use the below test code from matplotlib site. How does one make a call to get lags and correlation corresponding to the x and y values in the plot. a Print command of  
In [23]: print ax1.xcorr
<bound method AxesSubplot.xcorr of <matplotlib.axes.AxesSubplot object at 0x44c1410>>
results as above. Is it possible to assign the xcorr,lags=ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2) ? with a different syntax? I get below error when I try the above .
In [27]: xcorr,lags=ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
/home/sjo/work/PY_WORK/stats/<ipython-input-27-e1e58c045ad4> in <module>()
----> 1 xcorr,lags=ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)

ValueError: too many values to unpack



import matplotlib.pyplot as plt
import numpy as np
x,y = np.random.randn(2,100)

fig = plt.figure()
ax1 = fig.add_subplot(211)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
ax1.grid(True)
ax1.axhline(0, color='black', lw=2)
ax2 = fig.add_subplot(212, sharex=ax1)

ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.grid(True)
ax2.axhline(0, color='black', lw=2)
plt.show()


 
From: Paul Hobson <pmh...@gm...>
To: Sudheer Joseph <sud...@ya...> 
Cc: "mat...@li..." <mat...@li...> 
Sent: Thursday, 7 February 2013 10:31 PM
Subject: Re: [Matplotlib-users] cross correlation
 






On Thu, Feb 7, 2013 at 3:24 AM, Sudheer Joseph <sud...@ya...> wrote:

Dear Users,
>              I am relatively new to Matplotlib. I wanted to find cross correlation between 2 time series for my research and was looking at options available with python and found http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.xcorr . However I wanted to save the results in a netcdf file for further use. ie the correlation, lags and significance if possible. Is there a way to get the corr and lags from the axis.xcorr ?? any help in this matter will be greatly appreciated. 
>Sudheer

Sudheer,

A call to axes.xcorr returns the lags, correlation (from np.correlate) and the line artists on the figure.

In IPython, doing "plt.xcorr??" should provide sufficient information. It's a pretty simple method.
-paul