ts-arima-forecast/dist/utils/statistics.d.ts

TypeScript library for ARIMA, SARIMA (soon), and SARIMAX (soon) forecasting

declare const _default: {
    mean: (data: number[]) => number;
    variance: (data: number[]) => number;
    standardDeviation: (data: number[]) => number;
    autocorrelation: (data: number[], lag: number) => number;
    partialAutocorrelation: (data: number[], maxLag: number) => number[];
    akaike: (logLikelihood: number, numParams: number, n: number) => number;
    bayesian: (logLikelihood: number, numParams: number, n: number) => number;
    compose: <T>(...fns: Array<(arg: T) => T>) => (value: T) => T;
    createStatsPipeline: <T>(...operations: Array<(data: number[]) => T>) => (data: number[]) => T[];
    leastSquares: (X: number[][], y: number[]) => number[];
    solveLinearSystem: (matrix: number[][], rhs: number[]) => number[];
    getZScore: (confidenceLevel: number) => number;
};
export default _default;
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