Cross correlation #647
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Cross correlation #647
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Bring up to date with master
Such that GitHub hopefully understands them...
Merge changes from master
Release v4.8.1
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Implemented and tested cross correlation, similar to the functionality in numpy. The function was added as
Correlation.CrossCorrelation(IList<double> x, IList<double> y, CorrelationMode mode)where mode can either beValid,Same, orFull. The padding modes are equivalent to the numpy function. The algorithm chooses based on the lengths of x and y whether to do the calculation in time-domain or frequency-domain.