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kotlinlang

Hey, do you know a jvm/Kotlin library for signal correlation, similar to scipy? <https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.correlate.html> and <https://docs.scipy.org/doc/scipy/reference/generated/scipy.signal.correlation_lags.html#scipy.signal.correlation_lags>

There was a request to do that in KMath -

<https://github.com/mipt-npm/kmath/issues/428>
<https://github.com/mipt-npm/kmath/issues/427>
And I've started working on it, but got distracted by administrative tasks. Contributions and discussions are quite welcome.

Some preliminary work is done here: <https://github.com/mipt-npm/kmath/tree/feature/series/kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series>