Negative lags for cross-correlation process
Summary
Option to choose between showing only positive lags and showing both negative and positive lags from the cross-correlation process
Current behaviour/setbacks
Only shows positive lags. Only useful for autocorrelation, not for cross-correlation.
Desired behaviour/advantages
Option to compute and write negative lags to output DataFrame
. Showing negative lags will be useful for cross-correlation because it will allows us to decide whether signal A is behind signal B or vice versa.
Implementation sketch
- Add boolean parameter for the option (positive only or negative & positive)
- Computation: see https://git.ecdf.ed.ac.uk/swain-lab/wela/-/blob/master/autocrosscorr.py#L84 to end of function