kanayamalakar - 1 year ago 469

Python Question

All that I am trying to do is to calculate the auto correlation of an array jx for which I am using the following formula,

where n is the time at which I wish to calculate the autocorrelation function,

`Mt`

`tk`

`1`

`Mt-n`

This is the code that I have written. I am checking my program with a simple array

`jx=linspace(1,10,20)`

`n`

`n`

`from numpy import *`

from pylab import*

jx=linspace(1,10,20)

Mt=len(jx)

def Hcacf(n):

Sum=0.0

coeff1=0

while coeff1 < (Mt-n) :

Sum = Sum + jx[coeff1]*jx[coeff1+n]# + jy[coeff1]*jy[coeff1+n]

coeff1=coeff1+1

avg = Sum*1.0 / (Mt-n)

return avg

autocorrelation=[]

for n in linspace(0,Mt-1,Mt):

ac=Hcacf(n+1)

autocorrelation.append(ac)

lag=linspace(0,Mt-1,Mt)

plot(lag,autocorrelation,marker='o')

show()

The output it returns is this:

But it also returns the following error messsage:

`RuntimeWarning: invalid value encountered in double_scalars`

avg = Sum*1.0 / (Mt-n)

Where am I going wrong?

Answer

It seems that you have a division by zero. It works this way:

1) In the line `for n in linspace(0,Mt-1,Mt):`

you have `n==Mt-1`

,

2) So, in the next line `ac=Hcacf(n+1)`

you call the function `Hcacf(Mt)`

,

3) But inside this function `Hcacf`

you have a line `avg = Sum*1.0 / (Mt-n)`

. It is the place where division by zero is possible.

To fix it you can exclude the endpoint of the interval in the first line. Try to replace it by this line:

```
for n in linspace(0, Mt-1, num=Mt, endpoint=False):
```

Source (Stackoverflow)