1 unstable release
| 0.1.0 | Oct 2, 2024 |
|---|
#490 in Math
40 downloads per month
17KB
298 lines
Auto-Regressive
A library for constructing AR(p) models from time-series data using the Yule-Walker equations.
Dependencies
~5.5MB
~107K SLoC
A library for constructing AR(p) models using the Yule-Walker equations
| 0.1.0 | Oct 2, 2024 |
|---|
#490 in Math
40 downloads per month
17KB
298 lines
A library for constructing AR(p) models from time-series data using the Yule-Walker equations.
~5.5MB
~107K SLoC