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in the sDNA documentation here: https://www.cardiff.ac.uk/sdna/wp-content/downloads/documentation/manual/sDNA_manual_v4_0_1/network_preparation.html is written that the network needs to be in shape as shown in Figure 5. Also at the bottom is written:

Summary: ensure you understand spatial network connectivity rules, and (for sDNA) that your network uses coincident endpoint connectivity.

Now comes my problem: I have a crossing exactly as shown in Figure 4, which has two different levels. One street A runs at elevation 0m from ground and runs under street B, which is at elevation 5m from ground. Street A is a usual road on the ground, while street B is a bridge running over street A, without having any possibility to get from street A to street B. When I want to prepare my network for the sDNA tool, I came across this problem and I am not sure how to solve it, since the documentation states I would need an intersection, while in reality there is no possibility to get from A to B or vice versa. I am a bit lost on how I should tackle this problem, since there is no way to change from A to B, while the documentation suggests I should add an intersection which is not available in real life.

(edited to correct manual url - manual 4.0.0 is deprecated)

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Don't add an intersection, just process the network as is: it's fine if you don't want the links to connect.

The manual says that coincident endpoint connectivity means Lines are deemed to be connected if and only if they have coincident endpoints (the lines must end on exactly the same point).

So, under a coincident endpoint connectivity rule, your two lines are not connected, which sounds like is just the way you want them.

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