Kai Hauke Krämer
Kai Hauke Krämer
Hey @Datseris , I have also encountered an issue with the Uzal-algorithm, which also effects PECUZAL. I will take care of all of this once I'm back from vacation, so...
In #103 I also revised the test for `mdop` & `garcia_almeida`, which is why I think you can close this one here. However: I did dive deeper into the code....
Thanks for sharing @Datseris, I did not know this before. The approach of [Uzal et al.](https://journals.aps.org/pre/abstract/10.1103/PhysRevE.84.016223) also includes the minimization of a prediction error. Specifically, their $E_2$-function does account also...
That makes sense. Also from a test-perspective, since the sensitivity to different initial conditions of chaotic time series on different machines are not easy to handle, especially when testing statistics...
Then mybe lets setup a `time series` folder? I guess we then also have to adjust the path in the `runtests.jl`-file, in order to automatically download them?!
I'll go for it after my defense and vacation :) It is on my list anyway. Expect end of October.
Hm, I don't know if that is really worth the effort, since `RR>.20` or `RR>.30` is not so common. On the other hand it is just one additional keyword and...