statsample-timeseries
Statsample-Timeseries is an extension to Statsample, a suite for advanced statistics with Ruby.
Description
Statsample-Timeseries is extension of Statsample, and incorporates helpful time series functions, estimation techniques, and modules, such as:
- ACF
- PACF
- ARIMA
- Kalman Filter
- Log Likelihood
- Autocovariances
- Moving Averages
Statsample-Timeseries is part of the SciRuby project.
Dependency
Please install rb-gsl which is a Ruby wrapper over GNU Scientific Library. It enables us to use various minimization techniques during estimations.
Installation
gem install statsample-timeseries
Usage
To use the library:
require 'statsample-timeseries'
See Ankur's blog posts for explanations and examples.
Documentation
The API doc is online. For more code examples see also the test files in the source tree.
Contributing
- Fork the project.
- Create your feature branch
- Add/Modify code.
- Write equivalent documentation and tests.
- Run
rake testto verify that all tests pass. - Push your branch.
- Pull request. :)
Project home page
For information on the source tree, documentation, issues and how to contribute, see http://github.com/SciRuby/statsample-timeseries.
Copyright
Copyright (c) 2013 Ankur Goel and the Ruby Science Foundation. See LICENSE.txt for further details.
Statsample is (c) 2009-2013 Claudio Bustos and the Ruby Science Foundation.