corrdiag

confirmedupstream bugPython · noldsSystems & data structuresJuly 25, 2026

the question

Does nolds corr_dim exclude self-pairs from the Grassberger-Procaccia correlation sum as its denominator and comment intend?

what came out

nolds corr_dim leaves the distance-matrix diagonal at zero, so the correlation sum counts n self-pairs against an n(n-1) denominator, adding 1/(n-1) to C(r) before the log. This biases the correlation dimension downward, worsening with embedding dimension (-0.06 at dim 3 to -0.75 at dim 8).

method & receipts

Result: confirmed
Reproducible — one script re-runs the whole thing from scratch.
Tested — a correctness/benchmark suite ships alongside the code.

→ read the code and re-run it

github.com/v-code01/corrdiag