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Fractional Difference for Time Series

Project description

# fracdiff Fractional Difference for Time Series

## Installation The numpy-fracdiff [git repo](http://github.com/ulf1/numpy-fracdiff) is available as [PyPi package](https://pypi.org/project/numpy-fracdiff)

` pip install numpy-fracdiff pip install git+ssh://git@github.com/ulf1/numpy-fracdiff.git `

## Usage Check the [examples](https://github.com/ulf1/fracdiff/tree/master/examples) folder for notebooks.

## Commands Install a virtual environment

` python3.6 -m venv .venv source .venv/bin/activate pip install --upgrade pip pip install -r requirements.txt `

(If your git repo is stored in a folder with whitespaces, then don’t use the subfolder .venv. Use an absolute path without whitespaces.)

Python commands

  • Jupyter for the examples: jupyter lab

  • Check syntax: flake8 –ignore=F401 –exclude=$(grep -v ‘^#’ .gitignore | xargs | sed -e ‘s/ /,/g’)

  • Run Unit Tests: pytest

  • Upload to PyPi with twine: python setup.py sdist && twine upload -r pypi dist/*

Clean up

` find . -type f -name "*.pyc" | xargs rm find . -type d -name "__pycache__" | xargs rm -r rm -r .pytest_cache rm -r .venv `

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