Proposed feature: add custom lags parameters to correlate/convolve

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From: Honi Sanders <[email protected] =
<mailto:[email protected]>>
Subject: Proposed feature: add custom lags parameters to =
correlate/convolve
Date: April 20, 2026 at 3:16:43=E2=80=AFPM EDT
To: [email protected] <mailto:[email protected]>


Hello all,

I'd like to solve a missing feature in np.correlate and np.convolve.
Sometimes when computing a cross-correlation or convolution you are only =
interested in the result at a small number of lags. For example:
Cross-correlating two long time series and wanting only the correlation =
within a bounded window around lag 0.
Having millisecond-precision time series but only wanting convolution =
outputs at minute-scale lags.
The current implementation computes every lag unconditionally =E2=80=94 =
an expensive operation =E2=80=94 even when most of the output is =
discarded. I wrote PR #31261 to address this:
https://github.com/numpy/numpy/pull/31261
This PR revives an attempt from ten years ago (PR #5978 =
<https://github.com/numpy/numpy/pull/5978>) that attracted significant =
interest but I couldn't get it to Numpy=E2=80=99s high implementation =
standards. The feature was also raised as issues on NumPy (#5954 =
<https://github.com/numpy/numpy/issues/5954>) and SciPy =
(scipy/scipy#4940 <https://github.com/scipy/scipy/issues/4940>), =
discussed on the scipy-dev list =
<http://mail.scipy.org/pipermail/scipy-dev/2015-June/020757.html>, and =
got attention on Stack Overflow =
<https://stackoverflow.com/questions/30677241/how-to-limit-cross-correlati=
on-window-width-in-numpy/47893831#47893831> at the time. The current =
open issue it resolves is #17286 =
<https://github.com/numpy/numpy/issues/17286>.
Proposed API
np.correlate(a, v, mode=3D..., *, maxlag=3DNone, lags=3DNone)
np.convolve(a, v, mode=3D..., *, maxlag=3DNone, lags=3DNone)
np.correlate_lags(a_len, v_len, mode=3D..., *, maxlag=3DNone, lags=3DNone)=

Parameter design
maxlag=3DM (int): symmetric inclusive window [-M, M] (2M+1 lags total). =
Matches MATLAB's xcorr(x, y, M) convention.
lags=3D: a range, a slice with explicit start/stop, or a 1-D integer =
array-like containing an arithmetic progression.
np.correlate_lags(a_len, v_len, ...): a companion function (modeled on =
scipy.signal.correlation_lags) that returns the array of lag indices =
corresponding to a given correlate or convolve call, without requiring =
the arrays themselves.
Related library notes
Matplotlib already has a maxlags argument on Axes.xcorr:
=
https://github.com/matplotlib/matplotlib/blob/dde076379dad6a51374625dbaa72=
9a71958d4d88/lib/matplotlib/axes/_axes.pyi#L218
Its current implementation calls numpy.correlate(..., 'full') and =
discards the unwanted entries =E2=80=94 wasting a lot of calculations. =
NumPy implementing this feature would allow Matplotlib to immediately =
benefit in performance without changing their existing API by just =
updating the numpy correlate call.
Neural network libraries like Pytorch and and mxnet rely on a stride =
parameter for their convolution functions to avoid calculating =
convolutions at every lag (e.g. =
https://docs.pytorch.org/docs/stable/generated/torch.nn.modules.conv.Conv1=
d.html), similar to the stride entry in the range construction for the =
lags parameter proposed here.
Previous discussions on this list
=
https://mail.python.org/archives/list/[email protected]/thread/J=
MXNOCFQRFJYISFKSRI7MRL7GPK5ZD4S/
=
https://mail.python.org/archives/list/[email protected]/thread/6=
FC27XPOD4SBH3KJ7VY5DDAPS5Q46GPO/ (several people chimed in with interest =
in the feature)

Open question:=20
C API
The PR also adds PyArray_CorrelateLags to the C API. I am not sure who =
the intended users of the C API are and whether they would be interested =
in this functionality as long as we are building it.   Feedback welcome.
Companion function
The companion function that returns the matching lagvector is based on =
the scipy companion function that is called correlate_lags().  A name =
like generate_lagvector() would be more descriptive but inconsistent =
with scipy=E2=80=99s naming.  Any thoughts on that?


Thanks for your time,
Honi=

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<html><head><meta http-equiv=3D"content-type" content=3D"text/html; =
charset=3Dutf-8"></head><body style=3D"overflow-wrap: break-word; =
-webkit-nbsp-mode: space; line-break: after-white-space;">Your message =
to the NumPy-Discussion mailing-list was rejected for the =
following<br>reasons:<br><br>The message is not from a list =
member<br><br>The original message as received by Mailman is =
attached.<br><br><div style=3D"margin: 0px;"><span style=3D"font-family: =
-webkit-system-font, &quot;Helvetica Neue&quot;, Helvetica, sans-serif; =
color: rgb(127, 127, 127);"><b>From:&nbsp;</b></span><span =
style=3D"font-family: -webkit-system-font, &quot;Helvetica Neue&quot;, =
Helvetica, sans-serif;">Honi Sanders &lt;<a =
href=3D"mailto:[email protected]">[email protected]</a>&gt;<br><=
/span></div><div style=3D"margin: 0px;"><span style=3D"font-family: =
-webkit-system-font, &quot;Helvetica Neue&quot;, Helvetica, sans-serif; =
color: rgb(127, 127, 127);"><b>Subject:&nbsp;</b></span><span =
style=3D"font-family: -webkit-system-font, &quot;Helvetica Neue&quot;, =
Helvetica, sans-serif;"><b>Proposed feature: add custom lags parameters =
to correlate/convolve</b><br></span></div><div style=3D"margin: =
0px;"><span style=3D"font-family: -webkit-system-font, &quot;Helvetica =
Neue&quot;, Helvetica, sans-serif; color: rgb(127, 127, =
127);"><b>Date:&nbsp;</b></span><span style=3D"font-family: =
-webkit-system-font, &quot;Helvetica Neue&quot;, Helvetica, =
sans-serif;">April 20, 2026 at 3:16:43=E2=80=AFPM =
EDT<br></span></div><div style=3D"margin: 0px;"><span =
style=3D"font-family: -webkit-system-font, &quot;Helvetica Neue&quot;, =
Helvetica, sans-serif; color: rgb(127, 127, =
127);"><b>To:&nbsp;</b></span><span style=3D"font-family: =
-webkit-system-font, &quot;Helvetica Neue&quot;, Helvetica, =
sans-serif;"><a =
href=3D"mailto:[email protected]">[email protected]</a=
><br></span></div><br><br><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Hello =
all,</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;"><br></span></p><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">I'd like to solve a missing feature in np.correlate and =
np.convolve.</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Sometimes when =
computing a cross-correlation or convolution you are only interested in =
the result at a small number of lags. For example:</span></p><ul =
style=3D"margin-top: 0px; margin-bottom: 0px; padding-inline-start: =
48px;"><li dir=3D"ltr" aria-level=3D"1" style=3D"list-style-type: disc; =
font-size: 10pt; font-family: Roboto, sans-serif; color: rgb(204, 204, =
204); font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre;"><p dir=3D"ltr" role=3D"presentation" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(0, 0, 0); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Cross-correlating two long time series and wanting only the =
correlation within a bounded window around lag 0.</span></p></li><li =
dir=3D"ltr" aria-level=3D"1" style=3D"list-style-type: disc; font-size: =
10pt; font-family: Roboto, sans-serif; color: rgb(204, 204, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre;"><p dir=3D"ltr" role=3D"presentation" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(0, 0, 0); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Having millisecond-precision time series but only wanting =
convolution outputs at minute-scale lags.</span></p></li></ul><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">The current implementation computes every lag unconditionally =
=E2=80=94 an expensive operation =E2=80=94 even when most of the output =
is discarded. I wrote PR #31261 to address this:</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><a =
href=3D"https://github.com/numpy/numpy/pull/31261" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;">https://github.com/numpy/numpy/pull/31261</span></a></p><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">This PR revives an attempt from ten years ago (</span><a =
href=3D"https://github.com/numpy/numpy/pull/5978" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;">PR #5978</span></a><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">) that attracted =
significant interest but I couldn't get it to Numpy=E2=80=99s high =
implementation standards. The feature was also raised as issues on NumPy =
(</span><a href=3D"https://github.com/numpy/numpy/issues/5954" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;">#5954</span></a><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">) and SciPy (</span><a =
href=3D"https://github.com/scipy/scipy/issues/4940" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;">scipy/scipy#4940</span></a><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">), discussed on =
the</span><a =
href=3D"http://mail.scipy.org/pipermail/scipy-dev/2015-June/020757.html" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;"> scipy-dev list</span></a><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">, and got attention =
on</span><a =
href=3D"https://stackoverflow.com/questions/30677241/how-to-limit-cross-co=
rrelation-window-width-in-numpy/47893831#47893831" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;"> Stack Overflow</span></a><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;"> at the time. The =
current open issue it resolves is</span><a =
href=3D"https://github.com/numpy/numpy/issues/17286" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;"> #17286</span></a><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">.</span></p><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"></p><hr><p></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Proposed =
API</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">np.correlate(a, v, =
mode=3D..., *, maxlag=3DNone, lags=3DNone)</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">np.convolve(a, v, mode=3D..., *, maxlag=3DNone, =
lags=3DNone)</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: =
pre-wrap;">np.correlate_lags(a_len, v_len, mode=3D..., *, maxlag=3DNone, =
lags=3DNone)</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Parameter =
design</span></p><ul style=3D"margin-top: 0px; margin-bottom: 0px; =
padding-inline-start: 48px;"><li dir=3D"ltr" aria-level=3D"1" =
style=3D"list-style-type: disc; font-size: 10pt; font-family: Roboto, =
sans-serif; color: rgb(204, 204, 204); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre;"><p dir=3D"ltr" =
role=3D"presentation" style=3D"line-height: 1.38; margin-top: 0pt; =
margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: Arial, =
sans-serif; color: rgb(0, 0, 0); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">maxlag=3DM (int): =
symmetric inclusive window [-M, M] (2M+1 lags total). Matches MATLAB's =
xcorr(x, y, M) convention.</span></p></li><li dir=3D"ltr" aria-level=3D"1"=
 style=3D"list-style-type: disc; font-size: 10pt; font-family: Roboto, =
sans-serif; color: rgb(204, 204, 204); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre;"><p dir=3D"ltr" =
role=3D"presentation" style=3D"line-height: 1.38; margin-top: 0pt; =
margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: Arial, =
sans-serif; color: rgb(0, 0, 0); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">lags=3D: a range, a =
slice with explicit start/stop, or a 1-D integer array-like containing =
an arithmetic progression.</span></p></li><li dir=3D"ltr" aria-level=3D"1"=
 style=3D"list-style-type: disc; font-size: 10pt; font-family: Roboto, =
sans-serif; color: rgb(204, 204, 204); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre;"><p dir=3D"ltr" =
role=3D"presentation" style=3D"line-height: 1.38; margin-top: 0pt; =
margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: Arial, =
sans-serif; color: rgb(0, 0, 0); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: =
pre-wrap;">np.correlate_lags(a_len, v_len, ...): a companion function =
(modeled on scipy.signal.correlation_lags) that returns the array of lag =
indices corresponding to a given correlate or convolve call, without =
requiring the arrays themselves.</span></p></li></ul><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"></p><hr><p></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Related library =
notes</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Matplotlib already has =
a maxlags argument on Axes.xcorr:</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><a =
href=3D"https://github.com/matplotlib/matplotlib/blob/dde076379dad6a513746=
25dbaa729a71958d4d88/lib/matplotlib/axes/_axes.pyi#L218" =
style=3D"text-decoration: none;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; color: rgb(17, 85, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; text-decoration: underline; =
text-decoration-skip-ink: none; vertical-align: baseline; white-space: =
pre-wrap;">https://github.com/matplotlib/matplotlib/blob/dde076379dad6a513=
74625dbaa729a71958d4d88/lib/matplotlib/axes/_axes.pyi#L218</span></a></p><=
p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; =
margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: Arial, =
sans-serif; font-variant-ligatures: normal; font-variant-alternates: =
normal; font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Its current implementation calls numpy.correlate(..., 'full') =
and discards the unwanted entries =E2=80=94 wasting a lot of =
calculations. NumPy implementing this feature would allow Matplotlib to =
immediately benefit in performance without changing their existing API =
by just updating the numpy correlate call.</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Neural network libraries like Pytorch and </span><span =
style=3D"caret-color: rgb(31, 35, 40); color: rgb(31, 35, 40); =
font-family: &quot;Mona Sans VF&quot;, -apple-system, =
BlinkMacSystemFont, &quot;Segoe UI&quot;, &quot;Noto Sans&quot;, =
Helvetica, Arial, sans-serif, &quot;Apple Color Emoji&quot;, &quot;Segoe =
UI Emoji&quot;; font-size: 14px; orphans: 2; widows: 2; =
background-color: rgb(255, 255, 255);">and mxnet rely on a stride =
parameter for their convolution functions to avoid calculating =
convolutions at every lag (e.g.&nbsp;</span><a =
href=3D"https://docs.pytorch.org/docs/stable/generated/torch.nn.modules.co=
nv.Conv1d.html" rel=3D"nofollow" style=3D"box-sizing: border-box; color: =
rgb(0, 0, 0); text-underline-offset: 0.2rem; font-family: &quot;Mona =
Sans VF&quot;, -apple-system, BlinkMacSystemFont, &quot;Segoe UI&quot;, =
&quot;Noto Sans&quot;, Helvetica, Arial, sans-serif, &quot;Apple Color =
Emoji&quot;, &quot;Segoe UI Emoji&quot;; font-size: 14px; orphans: 2; =
widows: =
2;">https://docs.pytorch.org/docs/stable/generated/torch.nn.modules.conv.C=
onv1d.html</a><span style=3D"caret-color: rgb(31, 35, 40); color: =
rgb(31, 35, 40); font-family: &quot;Mona Sans VF&quot;, -apple-system, =
BlinkMacSystemFont, &quot;Segoe UI&quot;, &quot;Noto Sans&quot;, =
Helvetica, Arial, sans-serif, &quot;Apple Color Emoji&quot;, &quot;Segoe =
UI Emoji&quot;; font-size: 14px; orphans: 2; widows: 2; =
background-color: rgb(255, 255, 255);">), similar to the stride entry in =
the range construction for the lags parameter proposed =
here.</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"></p><hr><p></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Previous discussions on this list</span></p><ul =
style=3D"margin-top: 0px; margin-bottom: 0px; padding-inline-start: =
48px;"><li dir=3D"ltr" aria-level=3D"1" style=3D"list-style-type: disc; =
font-size: 10pt; font-family: Roboto, sans-serif; color: rgb(204, 204, =
204); font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre;"><p dir=3D"ltr" role=3D"presentation" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><a =
href=3D"https://mail.python.org/archives/list/[email protected]/=
thread/JMXNOCFQRFJYISFKSRI7MRL7GPK5ZD4S/" style=3D"text-decoration: =
none;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
color: rgb(17, 85, 204); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
text-decoration: underline; text-decoration-skip-ink: none; =
vertical-align: baseline; white-space: =
pre-wrap;">https://mail.python.org/archives/list/[email protected]=
rg/thread/JMXNOCFQRFJYISFKSRI7MRL7GPK5ZD4S/</span></a></p></li><li =
dir=3D"ltr" aria-level=3D"1" style=3D"list-style-type: disc; font-size: =
10pt; font-family: Roboto, sans-serif; color: rgb(204, 204, 204); =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre;"><p dir=3D"ltr" role=3D"presentation" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><a =
href=3D"https://mail.python.org/archives/list/[email protected]/=
thread/6FC27XPOD4SBH3KJ7VY5DDAPS5Q46GPO/" style=3D"text-decoration: =
none;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
color: rgb(17, 85, 204); font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
text-decoration: underline; text-decoration-skip-ink: none; =
vertical-align: baseline; white-space: =
pre-wrap;">https://mail.python.org/archives/list/[email protected]=
rg/thread/6FC27XPOD4SBH3KJ7VY5DDAPS5Q46GPO/</span></a><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; color: rgb(0, =
0, 0); font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;"> (several people chimed in with interest in the =
feature)</span></p></li></ul><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"></p><hr><p></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;"><br></span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Open =
question:&nbsp;</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">C API</span></p><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">The PR also adds PyArray_CorrelateLags to the C API. <span =
style=3D"white-space: normal; caret-color: rgb(5, 12, 20); color: rgb(5, =
12, 20); font-family: &quot;Mona Sans VF&quot;, -apple-system, =
BlinkMacSystemFont, &quot;Segoe UI&quot;, &quot;Noto Sans&quot;, =
Helvetica, Arial, sans-serif, &quot;Apple Color Emoji&quot;, &quot;Segoe =
UI Emoji&quot;; font-size: 14px; orphans: 2; widows: 2;">I am not sure =
who the intended users of the C API are and whether they would be =
interested in this functionality as long as we are building it. =
&nbsp;</span> Feedback welcome.</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">Companion function</span></p><p dir=3D"ltr" =
style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: 0pt;"><span =
style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;">The companion function that returns the matching lagvector is =
based on the scipy companion function that is called correlate_lags().  =
A name like generate_lagvector() would be more descriptive but =
inconsistent with scipy=E2=80=99s naming.  Any thoughts on =
that?</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;"><br></span></p><p =
dir=3D"ltr" style=3D"line-height: 1.38; margin-top: 0pt; margin-bottom: =
0pt;"><span style=3D"font-size: 11pt; font-family: Arial, sans-serif; =
font-variant-ligatures: normal; font-variant-alternates: normal; =
font-variant-numeric: normal; font-variant-east-asian: normal; =
font-variant-position: normal; vertical-align: baseline; white-space: =
pre-wrap;"><br></span></p><p dir=3D"ltr" style=3D"line-height: 1.38; =
margin-top: 0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; =
font-family: Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: pre-wrap;">Thanks for your =
time,</span></p><p dir=3D"ltr" style=3D"line-height: 1.38; margin-top: =
0pt; margin-bottom: 0pt;"><span style=3D"font-size: 11pt; font-family: =
Arial, sans-serif; font-variant-ligatures: normal; =
font-variant-alternates: normal; font-variant-numeric: normal; =
font-variant-east-asian: normal; font-variant-position: normal; =
vertical-align: baseline; white-space: =
pre-wrap;">Honi</span></p></body></html>=

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