2 releases
| 0.1.1 | Dec 10, 2024 |
|---|---|
| 0.1.0 | Oct 2, 2024 |
#543 in Math
22 downloads per month
14KB
249 lines
Auto-Regressive
A library for constructing AR(p) models from time-series data using the Yule-Walker equations.
Dependencies
~6MB
~114K SLoC
A library for constructing AR(p) models using the Yule-Walker equations
| 0.1.1 | Dec 10, 2024 |
|---|---|
| 0.1.0 | Oct 2, 2024 |
#543 in Math
22 downloads per month
14KB
249 lines
A library for constructing AR(p) models from time-series data using the Yule-Walker equations.
~6MB
~114K SLoC