This library allows to create and process long-term dependent datasets.
Installation:
python setup.py install
Basis usage:
1. To create a simple dataset with given Hurst parameter:
from StatTools.filters import FilteredArray
h = 0.8 # choose Hurst parameter
total_vectors = 1000 # total number of vectors in output
vectors_length = 1440 # each vector's length
t = 8 # threads in use during computation
correlated_vectors = Filter(h, vectors_length).generate(n_vectors=total_vectors,
threads=t, progress_bar=True)
Current stable version: 1.1.1