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RECENT

    succession

    Clojars

    Jul 1, 2015


    OWNER
    Henry Garner
    London, UK
    henry@henrygarner.com

    Readme

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    The README below is fetched from the published project artifact. Some relative links may be broken.

    Succession

    A Clojure library for calculating statistics of time series data.

    Usage

    The library currently exposes two functions: log-likelihood and aic.

    (:require [succession.core :as s])
    
    (def ts (range 10))
    
    ;; Calculate the log likelihood of an ARMA(2,2) model
    ;; with the paramaters [0.1 0.2 0.3 0.4]
    
    (s/log-likelihood [0.1 0.2 0.3 0.4] 2 2 ts)
    ;; -24.87389765998291
    
    ;; Calculate the AIC
    
    (s/aic [0.1 0.2 0.3 0.4] 2 2 (range 10))
    ;; 59.74779531996582
    

    License

    Copyright © 2015 Henry Garner

    Distributed under the Eclipse Public License either version 1.0 or (at your option) any later version.