alexandr-1k / stattools Goto Github PK

python setup.py install

1. To create a simple dataset with given Hurst parameter:

    from StatTools.filters import FilteredArray

    h = 0.8                 # choose Hurst parameter
    total_vectors = 1000    # total number of vectors in output
    vectors_length = 1440   # each vector's length 
    t = 8                   # threads in use during computation

    correlated_vectors = Filter(h, vectors_length).generate(n_vectors=total_vectors,
                                                            threads=t, progress_bar=True)