Statsample-Timeseries is an extension to [Statsample](github.com/clbustos/statsample), a suite of advance statistics in Ruby.
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
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.
gem install statsample-timeseries
To use the library
You can also go through the blog-posts on my blog for descriptive explanation and examples.
The API doc is online. For more code examples see also the test files in the source tree.
Fork the project.
Create your feature branch
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
Copyright © 2013 Ankur Goel. See LICENSE.txt for further details.