correlation

Statistical correlation

This module contains algorithms for computing the correlation between data with various shapes that evolve over time. This includes real- and Fourier-space evaluations of the autocorrelation and cross-correlation functions, and by extension, the mean squared and cross displacements.

Functions

correlation_fft	Evaluates the autocorrelation function (ACF) or cross-correlation function (CCF) of a time series using fast Fourier transforms (FFT).
correlation_shift	Evaluates the autocorrelation function (ACF) or cross-correlation function (CCF) of a time series directly by using sliding windows along the time axis.
msd_fft	Evaluates the mean squared displacement (MSD) or the analogous cross displacement (CD) using fast Fourier transforms (FFT).
msd_shift	Evaluates the mean squared displacement (MSD) or the analogous cross displacement (CD) using the Einstein relation.