statsample-timeseries
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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.
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Create your feature branch
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Add/Modify code.
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Write equivalent documentation and tests.
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Run ‘rake test` to verify that all test case passes.
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Push your branch.
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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.