Conversion of Matlab function into Python function-CodePudding

The following function is written on Matlab. Now, I need to write an equivalent python function that will produce a similar output as Matlab. Can you help write the code, please?

function CORR=function_AutoCorr(tau,y)

% This function will generate a matrix, Where on-diagonal elements are autocorrelation and 
% off-diagonal elements are cross-correlations
% y is the data set. e.g., a 10 by 9 Matrix.
% tau is the lag value. e.g. tau=1

Size=size(y);
N=Size(1,2); % Number of columns
T=Size(1,1); % length of the rows
for i=1:N
  for j=1:N
      temp1=0;
    for t=1:T-tau
    G=0.5*((y(t tau,i)*y(t,j)) (y(t tau,j)*y(t,i)));
    temp1=temp1 G;
    end
    CORR(i,j)=temp1/(T-tau);
  end
end
end

CodePudding user response：

Assuming that y is a numpy Array, it would be pretty near something like (although I have not tested):

def function_AutoCorr(tau, y):
    Size = y.shape
    N = Size[0]
    T = Size[1]
    CORR = np.zeros(shape=(N,N))
    for i in range(N):
        for j in range(N):
            temp1 = 0
            for t in range(1, T - tau):
                G=0.5*((y[t tau,i]*y[t,j]) (y[t tau,j]*y[t,i]))
                temp1 = temp1   G
            CORR(i, j) = temp1/(T - tau)

CodePudding user response：

You'll probably want to use NumPy. They even have a guide for Matlab users.

Here are some useful tips.

Defining a function

def auto_corr(tau, y):
    """Generate matrix of correlations"""
    # Do calculations
    return corr

Get the size of a numpy array

n_rows, n_cols = y.shape

Indexing

Indexing is 0-based and uses brackets ([]) instead of parentheses.