statsample-timeseries

Statsample-Timeseries is an extension to [Statsample](github.com/clbustos/statsample), a suite of advance statistics in Ruby.

Description

Statsample-Timeseries is extension of Statsample, and incorporates helpful timeseries functions, estimations and modules such as:

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

Statsample-Timeseries was created by Ankur Goel as part of Google's Summer of Code 2013. It is the part of SciRuby

Dependency

Please install [`rb-gsl`](rb-gsl.rubyforge.org/) 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'

You can also go through the blog-posts on my blog for descriptive explanation 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 test` to verify that all test case passes.

  • Push your branch.

  • Pull request. :)

Project home page

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

http://github.com/AnkurGel/statsample-timeseries

Copyright

Copyright © 2013 Ankur Goel. See LICENSE.txt for further details.