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truncated negative autocorealation #123

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truncated negative autocorealation #123

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282e449
truncated negative autocorealation
denizhanpak Mar 29, 2023
0e00322
Streamlined correlation check
denizhanpak Apr 3, 2023
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8 changes: 3 additions & 5 deletions src/traditional_de/estimate_delay.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -51,11 +51,9 @@ function estimate_delay(x::AbstractVector, method::String,
return mincrossing(c, τs)
elseif method=="exp_decay"
c = autocor(x, τs; demean=true)
if any(x -> x ≤ 0, c)
error("The correlation function has elements that are ≤ 0. "*
"We can't fit an exponential to it. Please choose another method.")
end
τ = exponential_decay_fit(τs, c)
idx = length(c)
idx = findfirst(<(0), c)
τ = exponential_decay_fit(τs[:idx], c[:idx])
Comment on lines +55 to +56
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Here idx is the first index that c is negative. So by doing c[1:idx] you will for sure include the negative value. You need to do c[1:idx-1]. Also, please explicitly always include starting index, this [:idx] is python syntax.

return round(Int,τ)
elseif method=="exp_extrema"
c = autocor(x, τs; demean=true)
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