Multipe-tau correlation is computed on a logarithmic scale (less data points are computed) and is thus much faster than conventional correlation on a linear scale such as numpy.correlate.
Multipletau supports Python 2.7 and Python 3.3+ with a common codebase.
The only requirement for
multipletau is NumPy (for fast
operations on arrays). Install multipletau from the Python package index:
pip install multipletau
The documentation, including the reference and examples, is available on readthedocs.io.
import numpy as np import multipletau a = np.linspace(2,5,42) v = np.linspace(1,6,42) multipletau.correlate(a, v, m=2) array([[ 0. , 569.56097561], [ 1. , 549.87804878], [ 2. , 530.37477692], [ 4. , 491.85812017], [ 8. , 386.39500297]])
The multipletau package should be cited like this (replace "x.x.x" with the actual version of multipletau that you used and "DD Month YYYY" with a matching date).
Paul Müller (2012) Python multiple-tau algorithm (Version x.x.x) [Computer program]. Available at https://pypi.python.org/pypi/multipletau/ (Accessed DD Month YYYY)
You can find out what version you are using by typing (in a Python console):
>>> import multipletau >>> multipletau.__version__ '0.3.0'