atmosphere 0.1.7
Statistical package
To use this package, run the following command in your project's root directory:
Manual usage
Put the following dependency into your project's dependences section:
Atmosphere contains Maximum Likelihood Estimation algorithms, density functions, random observations generators, etc.
Travis-CI Status
#Features
- Normal variance-mean mixtures
- Generalized hyperbolic distribution
- Generalized variance-gamma distribution
- Separating mixtures of probability distributions
- Grid methods
- Likelihood maximization
- Optimization over sliding window
- Generalized probability distributions
- Density functions
- Cumulative functions
- Quantiles
- Random observations generators
- Maximum Likelihood Estimations (MLE)
<img src="http://9il.github.io/atmosphere/doc/images/GHyp0148.svg" alt="Generalized hyperbolic distribution" width="280" />
Atmosphere can be used for risk management in economics, finance and thermonuclear reactors ;-)
#Documentation
Documentation (API) can be found here.
#Installation
You need BLAS and LAPACK libraries to be installed.
If you're on Ubuntu, you can install default packages
OS X comes with the Accelerate framework built in.
There is no instruction for Windows. You are welcome to create it.
To use this package put the dependency into your project's
dub.json into the dependencies section
and the following imports into your program
If you want to write a library use detailed imports
The DMD compiler is an easy way to start.
To compile your program in release mode use the following build options
It is suggested the LLVM D Compiler be used for benchmarks.
To compile your program in release mode with LDC use the following build options
To fine-tune your program for native CPU add the following code into your For more options run See also Atmosphere GM Test.
Contribution is welcome.
What can I use this package for?
BLAS & LAPACK
sudo apt-get update
sudo apt-get install libblas-dev liblapack-dev
Intro to D
Atmosphere
import atmosphere;
import atmosphere.pdf;
import atmosphere.estimate.generalized_inverse_gaussian;
import atmosphere.finitemixture;
import atmosphere.mixture : MixtureOptimizer, MixtureOptimizerException;
Compilers and optimization
dub build --build=release
LDC
dub build --build=release --compiler=ldc2
dub.json
:
{
...
"dflags-ldc": ["-mcpu=native"],
}
ldc2 -help
.
TODO & Contribution
TODO list
unittest
s
- Registered by Ilia Ki
- 0.1.7 released 9 years ago
- 9il/atmosphere
- 9il.github.io/atmosphere
- MIT
- Copyright © 2014-2015 Ilya Yaroshenko
- Authors:
- Dependencies:
- simple_matrix, cblas, scid
- Versions:
-
0.1.7 2015-Aug-16 0.1.6 2015-Aug-11 0.1.5 2015-Apr-27 ~master 2017-Feb-14 - Download Stats:
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- Score:
- 1.1
- Short URL:
- atmosphere.dub.pm