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Author:
Jean-Eric Campagne
Summary:
Fast autocorrelation and cross-correlation functions estimation for irregularly- and regularly-sampled time series, via NUFFT + Numba-optimized real-space kernels (gaussian and rectangle).
Latest version:
0.2.2
Required dependencies:
finufft
|
numba
|
numpy
|
pandas
|
scipy
Optional dependencies:
black
|
matplotlib
|
mkdocs
|
mkdocs-material
|
mkdocstrings
|
pastas
|
pymdown-extensions
|
pytest
|
tqdm
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