[BUG] Bounding window broken for certain distances

[chrisholder]

Describe the bug

Some of the distances have broken logic with the bounding matrix. The reason is due to the cost matrices being initialised to 0s instead of infinity like in DTW. Here is a list that need to be fixed:

• [ ] ERP
• [ ] EDR
• [ ] MSM
• [ ] TWE
• [ ] LCSS

Here is a visual example of the issue for msm

As can be seen because the CM is initialised to 0s the min warping path will path to the edge of the window and follow it down.

Steps/Code to reproduce the bug

No response

Expected results

Add different logic for these distances for applying a window

Actual results

Screenshot above

Versions

No response

[chrisholder]

Closed as this is a duplicate issue I've moved this to a comment in that issue.