Is there any C++ library that implements the ARMA method and possibly its variants? I’d be good to have a mature distribution for this kind of analysis.
Is there any C++ library that implements the ARMA method and possibly its variants?
Share
Sign Up to our social questions and Answers Engine to ask questions, answer people’s questions, and connect with other people.
Login to our social questions & Answers Engine to ask questions answer people’s questions & connect with other people.
Lost your password? Please enter your email address. You will receive a link and will create a new password via email.
Please briefly explain why you feel this question should be reported.
Please briefly explain why you feel this answer should be reported.
Please briefly explain why you feel this user should be reported.
Is there any C++ library that implements the ARMA method and possibly its variants? I’d be good to have a mature distribution for this kind of analysis.
I am not aware of any native C++ library to compute ARMA models. However, if convenience is more important to you than raw performance, you can do it indirectly:
versa)