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Hi,
Amazing package!
I was testing PyDaddy with a very low number of datapoints, but the Characterize function throws an error. I think I have found out why.
In _validate_inputs, you check if self.t_lag is larger than the number of data points and update it accordingly:
if self.t_lag >= len(self._X):
print('Warning : t_lag ({}) is greater that the length of data; setting t_lag as {}\n'.format(
self.t_lag,
len(self._data[0]) - 1))
self.t_lag = len(self._X) - 1
However, in def _get_autocorr_time(self, X, t_lag=1000, update=True) still the default value of t_lag is used, because this function is called with: self._get_autocorr_time(self._M_square).
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