compare_trace.py 文件源码

def cross_correlation(data1, data2):
    """
    :param data1:
    :param data2:
    :return:
    """
    # correlation test
    corr_min = 1.0
    corr_mat = np.corrcoef(data1, data2)
    corr = np.min(corr_mat)
    corr_min = min(corr, corr_min)
    return corr_min