Description: NOTE1: When user do not have any information about tau, she should let
tau equal to zero(0). In this case the code will use autocorrelation up
to orders 10 to select proper embedding lag(tau). The proper lag is the
lag before of first decline of autocorrelation value below
exp(-1)=0.367879441.For data with nonlinear dependency autocorrelation
function is not proper and mutual information criteria will be used for
selecting proper lag value(tau). when both of criteria ,
Autocorrelation and mutual information fail to select tau, tau=1 is
selected automatically
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lyaprosen.m
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