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What is the corresponding function for corrmtx (in MATLAB) in Python?

开发者 https://www.devze.com 2023-03-21 14:44 出处:网络
I\'m translating some code from MATLAB to Python and I\'m stuck with the corrmtx() MATLAB function. Is there any similar function in Pyt开发者_StackOverflowhon, or how could I replace it?The spectrum

I'm translating some code from MATLAB to Python and I'm stuck with the corrmtx() MATLAB function. Is there any similar function in Pyt开发者_StackOverflowhon, or how could I replace it?


The spectrum package has such a function.


How about:

http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.toeplitz.html

The matlab docs for corrmtx state:

X = corrmtx(x,m) returns an (n+m)-by-(m+1) rectangular Toeplitz matrix X, such that X'X is a (biased) estimate of the autocorrelation matrix for the length n data vector x.

The scipy function gives the Toeplitz matrix, although I'm not sure if the implementations are identical.


Here is a list of alternatives that can help you in translating your code, all of which contain that function:
scipy (toeplitz | corrmtx)
spectrum (corrmtx)

The following is a link to another post that tells you how to use numpy for the auto correlation since it seems to be the default funcationality of corrmtx

Additional Information:
Finding the correlation matrix in Python
Unbiased Estimation of Covariance Matrix

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