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auto_regressive

A library for constructing AR(p) models using the Yule-Walker equations

Owned by Amarantheum.

2 releases

new 0.1.1 Dec 10, 2024
0.1.0 Oct 2, 2024

#515 in Math

Download history 66/week @ 2024-09-26 64/week @ 2024-10-03 20/week @ 2024-10-10 8/week @ 2024-10-17 7/week @ 2024-10-31 7/week @ 2024-11-07 3/week @ 2024-11-14 4/week @ 2024-11-21 115/week @ 2024-12-05

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MIT license

14KB
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Auto-Regressive

A library for constructing AR(p) models from time-series data using the Yule-Walker equations.

See: https://en.wikipedia.org/wiki/Autoregressive_model

Dependencies

~5.5MB
~107K SLoC