These are chat archives for thunder-project/thunder
correlatefunction is for when you want to compute the correlation between every element of your
Seriesobject at a handful of other time series, which you then pass in as an argument.
covfunction computes the pair-wise correlations between all of the elements of your
covfunction is definitely the one you want…or maybe the
grammianfunction, which computes straight dot products, skipping the cetnering and rescaling.