Atmosphere contains Maximum Likelihood Estimation algorithms, density functions, random observations generators, etc.
#Features
- Normal variance-mean mixtures
- Generalized hyperbolic distribution
- Generalized variance-gamma distribution
- Separating mixtures of probability distributions
- Grid methods
- Likelihood maximization
- Optimization over sliding window
- Generalized probability distributions
- Density functions
- Cumulative functions
- Quantiles
- Random observations generators
- Maximum Likelihood Estimations (MLE)
Atmosphere can be used for risk management in economics, finance and thermonuclear reactors ;-)
#Documentation Documentation (API) can be found here.
#Installation
You need BLAS and LAPACK libraries to be installed.
If you're on Ubuntu, you can install default packages
sudo apt-get update
sudo apt-get install libblas-dev liblapack-dev
OS X comes with the Accelerate framework built in.
There is no instruction for Windows. You are welcome to create it.
- Install D compiler.
- Install DUB registry
- Read about DUB
- Read about DUB package format
To use this package put the dependency into your project's dub.json into the dependencies section and the following imports into your program
import atmosphere;
If you want to write a library use detailed imports
import atmosphere.pdf;
import atmosphere.estimate.generalized_inverse_gaussian;
import atmosphere.finitemixture;
import atmosphere.mixture : MixtureOptimizer, MixtureOptimizerException;
The DMD compiler is an easy way to start. To compile your program in release mode use the following build options
dub build --build=release
It is suggested the LLVM D Compiler be used for benchmarks. To compile your program in release mode with LDC use the following build options
dub build --build=release --compiler=ldc2
To fine-tune your program for native CPU add the following code into your dub.json
:
{
...
"dflags-ldc": ["-mcpu=native"],
}
For more options run ldc2 -help
.
See also Atmosphere GM Test.
Contribution is welcome.
- Windows instruction for BLAS & LAPACK installation.
- MLEs for generalized gamma distribution.
- Publication references
- More
unittest
s - Examples
- ReadTheDocs documentation.