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clbustos / statsample

A suite for basic and advanced statistics on Ruby.
http://github.com/clbustos/statsample
BSD 3-Clause "New" or "Revised" License
402 stars 96 forks source link

Added Time Series object. #7

Closed robbrit closed 12 years ago

robbrit commented 12 years ago

I whipped up a simple TimeSeries object in lib/statsample/tseries.rb that inherits from Vector. It implements the simple stuff: lags, diffs and an acf function. There's a test for those as well which tests the values from the TimeSeries object against what R gives for the same data.