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Pecuzal has samplesize keyword #104
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…ics/DelayEmbeddings.jl into Pecuzal_sample_size_L
Let's increment minor version instead for this one. Can you please write |
Datseris
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Feb 24, 2022
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In order to speed up computations for PECUZAL I implemented the
samplesize
-keyword, too. This is affecting thepecora()
-call, which is fine since #103 but also the functionuzal_cost_pecuzal
. Here I found out that the NN-search was carried out for each time horizonT
, which is absolutely not necessary. So I dragged this search out of the loop. Turns out that PECUZAL is now way faster, up to a factor of 2. Pretty stupid that I haven't double checked this on the inital implementation. Tests have been adjusted also and I chose to make only a minor version increment, since this is more a bugfix. But actually there is a new keyword, too, so you decide.