numpy-fracdiff

Fractional Difference for Time Series

Installation

The numpy-fracdiff git repo is available as PyPi package

pip install numpy-fracdiff
pip install git+ssh://git@github.com/ulf1/numpy-fracdiff.git

Usage

Check the examples folder for notebooks.

Appendix

Install a virtual environment

python3.6 -m venv .venv
source .venv/bin/activate
pip install --upgrade pip
pip install -r requirements.txt
pip install -r requirements-dev.txt
pip install -r requirements-demo.txt

(If your git repo is stored in a folder with whitespaces, then don't use the subfolder .venv. Use an absolute path without whitespaces.)

Python commands

• Jupyter for the examples: jupyter lab
• Check syntax: flake8 --ignore=F401 --exclude=$(grep -v '^#' .gitignore | xargs | sed -e 's/ /,/g')
• Run Unit Tests: pytest

Publish

pandoc README.md --from markdown --to rst -s -o README.rst
python setup.py sdist 
twine upload -r pypi dist/*

Clean up

find . -type f -name "*.pyc" | xargs rm
find . -type d -name "__pycache__" | xargs rm -r
rm -r .pytest_cache
rm -r .venv