bio-statsample-timeseries

Build Status

Statsample-Timeseries is an extension to Statsample, a suite of advance statistics in Ruby. It incorporates helpful timeseries functions, estimations and modules such as:

  • ACF
  • PACF
  • ARIMA
  • KalmanFilter
  • LogLikelihood
  • Autocovariances
  • Moving Averages

Note: this software is under active development!

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 bio-statsample-timeseries

Usage

    require 'bio-statsample-timeseries'

The API doc is online. For more code examples see the test files in the source tree.

Contributing

  • Fork the project.
  • Add/Modify code.
  • Write equivalent documentation and tests
  • Run rake test to verify that all test case passes
  • Pull request. :)

Project home page

Information on the source tree, documentation, examples, issues and how to contribute, see

http://github.com/ankurgel/bioruby-statsample-timeseries

The BioRuby community is on IRC server: irc.freenode.org, channel: #bioruby.

Cite

If you use this software, please cite one of

Biogems.info

This Biogem is published at #bio-statsample-timeseries

Copyright (c) 2013 Ankur Goel. See LICENSE.txt for further details.