Re: [Matplotlib-users] cross correlation

[Paul H. <pmh...@gm...>]

On Wed, Feb 27, 2013 at 1:01 AM, Sudheer Joseph <sud...@ya...>wrote:

> Dear Pierre,
>                         I was checking the plt.xcorr and it calls the
> np.correlate in side it. It calls np.correlate(ts1,ts2, mode=2).
> Is there a way to see which vector is sided back in time? ie
> ts1[t1,t2,t3,t4....] ts2[t1,t2,t3,t4...]  ( ts2[t2] correlated with ts1[t1]
> or ts2[t1] is correlated with ts2[t2] ie {to make out which one is the
> cause and which is effect)
> in case of cross correlation it can be obtained by either sliding ts1 back
> in time or ts2 back in time. Is there a way to know this? I am not able to
> make much from np.correlate. Also is there a way to get 95% significance or
> p value from the xcorr.? in case of matlab? in matlab xcorr can be called
> with option of corcoeff instead of default cross correlation but is there
> similar option for matplotlib?
> sincerely.
> Sudheer
>
>
Sudheer:

It sounds like your needs are beyond the scope of matplotlib. It'll
probably be more productive to check in with the numpy or scipy mailing
lists.
-paul