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mannkendall / Matlab

Matlab implementation of the code.
BSD 3-Clause "New" or "Revised" License
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stability of levinson #2

Open mcollaudcoen opened 4 years ago

mcollaudcoen commented 4 years ago

put a sanity check to be sure that the first-lag autocorrelation ak is between -1 and 1, because Levinson can be unstable

fpavogt commented 4 years ago

It would also be very helpful to have a dedicated tests for the levinson function. It had to be ported to Python, and it would be good to make sure the behaviors is consistent.