matplotlib.pyplot.xcorr#

matplotlib.pyplot.xcorr(x,y,*,normed=True,detrend=<functiondetrend_none>,usevlines=True,maxlags=10,data=None,**kwargs)[source]#

Plot the cross correlation betweenx andy.

The correlation with lag k is defined as\(\sum_n x[n+k] \cdot y^*[n]\), where\(y^*\) is the complexconjugate of\(y\).

Parameters:
x, yarray-like of length n

Neitherx nory are run through Matplotlib's unit conversion, sothese should be unit-less arrays.

detrendcallable, default:mlab.detrend_none (no detrending)

A detrending function applied tox andy. It must have thesignature

detrend(x:np.ndarray)->np.ndarray
normedbool, default: True

IfTrue, input vectors are normalised to unit length.

usevlinesbool, default: True

Determines the plot style.

IfTrue, vertical lines are plotted from 0 to the xcorr valueusingAxes.vlines. Additionally, a horizontal line is plottedat y=0 usingAxes.axhline.

IfFalse, markers are plotted at the xcorr values usingAxes.plot.

maxlagsint, default: 10

Number of lags to show. If None, will return all2*len(x)-1lags.

Returns:
lagsarray (length2*maxlags+1)

The lag vector.

carray (length2*maxlags+1)

The auto correlation vector.

lineLineCollection orLine2D

Artist added to the Axes of the correlation:

bLine2D or None

Horizontal line at 0 ifusevlines is TrueNoneusevlines is False.

Other Parameters:
linestyleLine2D property, optional

The linestyle for plotting the data points.Only used ifusevlines isFalse.

markerstr, default: 'o'

The marker for plotting the data points.Only used ifusevlines isFalse.

dataindexable object, optional

If given, the following parameters also accept a strings, which isinterpreted asdata[s] ifs is a key indata:

x,y

**kwargs

Additional parameters are passed toAxes.vlines andAxes.axhline ifusevlines isTrue; otherwise they arepassed toAxes.plot.

Notes

Note

This is thepyplot wrapper foraxes.Axes.xcorr.

The cross correlation is performed withnumpy.correlate withmode="full".

Examples usingmatplotlib.pyplot.xcorr#

Cross- and auto-correlation

Cross- and auto-correlation