How to interpret the values returned by numpy.correlate and numpy.corrcoef?
numpy.correlate simply returns the cross-correlation of two vectors. if you need to understand cross-correlation, then start with http://en.wikipedia.org/wiki/Cross-correlation. A good example might be seen by looking at the autocorrelation function (a vector cross-correlated with itself): import numpy as np # create a vector vector = np.random.normal(0,1,size=1000) # insert a signal into vector vector[::50]+=10 # perform … Read more