''' Python only implementation '''

import matplotlib.pyplot as plt # Plotting only

​

# Pre-allocate correlation array

conv = (len(sig1) - len(sig2)) * [0]

​

# Go through lag components one-by-one

for l in range(len(conv)):

  for i in range(len(sig2)):

    conv[l] += sig1[l-i+len(sig2)] * sig2[i]

​

  conv[l] /= len(sig2) # Normalize

​

plt.plot(conv)