Just realised that E_vec = 1:10 is the default, but these are actually the lags that get used, not the embedding dimensions. Pretty sure we don't use E=1.
Probably worth redefining, but will need to be done elsewhere as well.
@luke-a-rogers yes?
I can do it, just will require a few changes.
Just realised that
E_vec = 1:10is the default, but these are actually the lags that get used, not the embedding dimensions. Pretty sure we don't useE=1.Probably worth redefining, but will need to be done elsewhere as well.
@luke-a-rogers yes?
I can do it, just will require a few changes.