""" =========================== Cross- and auto-correlation =========================== Example use of cross-correlation (`~.Axes.xcorr`) and auto-correlation (`~.Axes.acorr`) plots. """ import matplotlib.pyplot as plt import numpy as np # Fixing random state for reproducibility np.random.seed(19680801) x, y = np.random.randn(2, 100) fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True) ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2) ax1.grid(True) ax1.set_title('Cross-correlation (xcorr)') ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2) ax2.grid(True) ax2.set_title('Auto-correlation (acorr)') plt.show() # %% # # .. admonition:: References # # The use of the following functions, methods, classes and modules is shown # in this example: # # - `matplotlib.axes.Axes.acorr` / `matplotlib.pyplot.acorr` # - `matplotlib.axes.Axes.xcorr` / `matplotlib.pyplot.xcorr` # # .. tags:: # # domain: statistics # level: beginner