aspcore.correlation.sample_correlation

aspcore.correlation.sample_correlation(data, data2=None, estimate_mean=False)

data is a matrix of size (data_dim, num_samples) data2 is an optional matrix of size (data_dim2, num_samples) the cross-correlation is calulcated if this is supplied

if estimate_mean is True, the sample mean is calculated xbar = 1/N sum_{n=1}^{N} x_n where x_n is the nth column of the data matrix the correlation is 1/(N-1) sum_{n=1}^{N} (x_n - xbar)(y_n - ybar)^H

if estimate_mean is False, the data is assumed to be zero-mean the correlation is 1/N sum_{n=1}^{N} x_n y_n^H