Crate autoregressive[−][src]
Create for sampling data from an autoregressive random process.
For more information, please see https://en.wikipedia.org/wiki/Autoregressive_model.
fn main() { let mut ar = autoregressive::univariate::Autoregressive::new(5.0, 1.0, &[0.5]); // Sample next value let n = ar.step(); // Take 10 values as an iterator let n10 = ar.into_iter().take(10).collect::<Vec<f32>>(); }
Modules
univariate | Univariate AR model |