Cross-correlation function in Julia vs. Python

See the documentation by doing ?crosscor in the REPL.

I agree that the documentation in this case is not as clear as it could be. The dimension of length 9 is showing you expectation values for different “lags”, i.e. I think what you are seeing here in the vector case would be.
\langle (x_{i}-\langle x\rangle)(x_{i+j} - \langle x\rangle)\rangle
for a range of j (given in the documentation), but it would be really nice if the exact expression were written in the documentation. The remaining two indices are showing you these values for each pair of columns.

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