timecorr.wcorr¶

timecorr.wcorr(a, b, weights)[source]¶

Compute moment-by-moment correlations between sets of observations

Parameters:	a – a number-of-timepoints by number-of-features observations matrix b – a number-of-timepoints by number-of-features observations matrix weights – a number-of-timepoints by number-of-timepoints weights matrix specifying the per-timepoint weights to be considered (for each timepoint)
Returns:	a a.shape[1] by b.shape[1] by weights.shape[0] array of per-timepoint correlation matrices.