Computing autocorrelations via Fourier transform

autocorrelate.py

def compute_corr(f, pad=2, normalise=True):
    n = pad * len(f)
    fk = np.fft.rfft(f, n=n)
    acf = np.fft.irfft(fk * np.conj(fk), n=n)
    acf = acf[:len(f)]
    if normalise:
        acf /= acf[0]
    acf = np.append(acf[::-1][:len(acf) - 1], acf)
    return acf