Add TODO comment to check Toeplitz SSA in correlation weights

This adds a reminder to verify the correctness of the weighted correlation matrix in the context of Toeplitz SSA. This step is essential to ensure the implementation is accurate for specific use cases and edge cases.

ssalib/math_ext/matrix_operations.py

@@ -12,7 +12,7 @@
 def correlation_weights(
         timeseries_length: int,
         window: int
-) -> NDArray[float]:
+) -> NDArray[float]: #TODO check wcorr if Toeplitz SSA
     """Calculate the default weights for the weighted correlation matrix.
 
     Parameters