Question

Matlab’s cross-correlation function xcorr(x,y,maxlags) has an option maxlag, which returns the cross-correlation sequence over the lag range [-maxlags:maxlags]. Numpy’s numpy.correlate(N,M,mode) has three modes, but none of them allow me to set a specific lag, which is different from full (N+M-1), same (max(M, N)) or valid (max(M, N) - min(M, N) + 1 ). For len(N) = 60000, len (M) = 200, I want to set the lag as 100.

Answer 1

I would recommend looking at this file to determine how you would want to implement the correlation described here.