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@bthirion I hadn't kept this line, which was causing the issues :
P.matrix * len(X.T)
I'm not sure that I understand, though, why we want to multiply by the length of the time series (since this isn't duplicating the matrix but multiplying each value in-place ? If you have a reference you'd recommend, I'd appreciate any pointers !
From run on 31 July. Relates to #53.
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