Q.Stats.Arima

Documentation

data Ewma d

Constructors

Ewma Double d

ll :: (PDF d Double, Traversable t) => Ewma (d Double) -> t (DataPoint LocalTime Double) -> StateT Double Identity (t Double)

forecast :: forall d. Distribution d Double => Ewma (d Double) -> StateT Double RVar Double

forecastN :: (MonadRandom m, Distribution d Double) => Ewma (d Double) -> Double -> Int -> m ([Double], Double)