varwg.smoothing.corr¶
- varwg.smoothing.corr(data1, data2, window_len=100)[source]¶
Moving correlation. Returned array has the same length as data. This is achieved by assuming a special kind of periodicity: end of data is prepended to the beginning. You might be better off ignoring the first window_len elements.
- Parameters:
- data11dim ndarray
- data21dim ndarray
This array will be shifted back by ‘lag’ steps
- window_lenint, optional
window length, need i say more?