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Tag: pearson-correlation

How to slice and calculate the pearson correlation coefficient between one big and small array with “overlapping” windows arrays

Suppose I have two very simple arrays with numpy: I would like to find which slice of array reference has the highest pearson’s correlation coefficient with array probe. To do that, I would like to slice the array reference using some sort of sub-arrays that are overlapped in a for loop, which means I shift one element at a time

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