Multiple-tau correlation is computed on a logarithmic scale (less data points are computed) and is thus much faster than conventional correlation on a linear scale such as numpy.correlate.
The only requirement for multipletau is Python 3.x and
NumPy. Install multipletau from the
Python package index:
pip install multipletau
The documentation, including the reference and examples, is available on readthedocs.io.
import numpy as np
import multipletau
a = np.linspace(2,5,42)
v = np.linspace(1,6,42)
multipletau.correlate(a, v, m=2)
array([[ 0. , 569.56097561],
[ 1. , 549.87804878],
[ 2. , 530.37477692],
[ 4. , 491.85812017],
[ 8. , 386.39500297]])The multipletau package should be cited like this (replace "x.x.x" with the actual version of multipletau that you used and "DD Month YYYY" with a matching date).
Paul Müller (2012) Python multiple-tau algorithm (Version x.x.x) [Computer program]. Available at https://pypi.python.org/pypi/multipletau/ (Accessed DD Month YYYY)
You can find out what version you are using by typing (in a Python console):
>>> import multipletau
>>> multipletau.__version__
'0.4.0'