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" />
What can I use this package for?
Atmosphere can be used for risk management in economics, finance and thermonuclear reactors ;-)
#Documentation Documentation (API) can be found here.
#Installation
BLAS & LAPACK
You need BLAS and LAPACK libraries to be installed.
If you're on Ubuntu, you can install default packages
sudo apt-get update
sudo apt-get install libblas-dev liblapack-dev
OS X comes with the Accelerate framework built in.
There is no instruction for Windows. You are welcome to create it.
Intro to D
- Install D compiler.
- Install DUB registry
- Read about DUB
- Read about DUB package format
Atmosphere
To use this package put the dependency into your project's dub.json into the dependencies section and the following imports into your program
import atmosphere;
If you want to write a library use detailed imports
import atmosphere.pdf;
import atmosphere.estimate.generalized_inverse_gaussian;
import atmosphere.finitemixture;
import atmosphere.mixture : MixtureOptimizer, MixtureOptimizerException;
Compilers and optimization
The DMD compiler is an easy way to start. To compile your program in release mode use the following build options
dub build --build=release
LDC
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
dub build --build=release --compiler=ldc2
To fine-tune your program for native CPU add the following code into your dub.json
:
{
...
"dflags-ldc": ["-mcpu=native"],
}
For more options run ldc2 -help
.
See also Atmosphere GM Test.
TODO & Contribution
Contribution is welcome.
TODO list
- Windows instruction for BLAS & LAPACK installation.
- MLEs for generalized gamma distribution.
- Publication references
- More
unittest
s - Examples
- ReadTheDocs documentation.
- Registered by Ilia Ki
- 0.1.7 released 10 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:
- 1.2
- Short URL:
- atmosphere.dub.pm