public correlate(notnull other as NDArray<T>, mode as CorrelationMode = CorrelationMode.Valid) as NDArray<Double>
Direct discrete cross-correlation c[k] = sum(x[i+k] * other[i]). Both arguments must be 1D; inputs are unchanged, no FFT is hidden. Cost is O(N*M), with O(output length) storage and compensated sums.
| Parameter | Description |
|---|---|
other | Second numeric series, same element type. |
mode | Valid, Same or Full; default Valid, in increasing lag order. |
Double series containing the selected correlation lags.
result = signal.correlate(kernel, CorrelationMode.Full)