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Exclude self-matches and correct N in corr_dim #25

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Tracked by #26
CSchoel opened this issue May 7, 2023 · 1 comment · Fixed by #32
Closed
Tracked by #26

Exclude self-matches and correct N in corr_dim #25

CSchoel opened this issue May 7, 2023 · 1 comment · Fixed by #32
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@CSchoel
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CSchoel commented May 7, 2023

In #20, I noted that my implementation of corr_dim deviates from the specification in two details:

  • The GP article excludes self-matches, which nolds currently does not.
  • The N used for normalizing the sum is the number of vectors, whose distances are compared. However, in nolds I use the length of the input array, not the number of orbit vectors. This should not introduce a large error, but should be corrected nonetheless.

Apparently, I just forgot to implement the required changes. This issue is here for reminding me to not do that again. 😉

@CSchoel
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CSchoel commented Oct 29, 2023

This is fixed by #32.

It turns out the change for N didn't change the results at all, since it only introduced an offset in the y-axis in the log-log plot. Excluding the self-matches did introduce changes, but not large enough to affect any existing unit tests.

To make sure that corr_dim is correct, I added a test involving the Lorenz system. It turns out that corr_dim is quite sensitive to the lag of the embedding dimension, so I added it as another parameter.

@CSchoel CSchoel closed this as completed Oct 29, 2023
@CSchoel CSchoel mentioned this issue Oct 29, 2023
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