Super-fast fractional differentiation.
Project description
fracdiff-modern
Super-fast fractional differentiation for NumPy, PyTorch, and Scikit-Learn.
fracdiff-modern is a maintained, modernized fork of the original fracdiff library.
It features:
- Python 3.10 - 3.13+ Support.
- Modern Build System: Fully compatible with
pyproject.tomlandsetuptools >= 77.
Installation
Install the base package with NumPy and SciPy:
pip install fracdiff-modern
To use fracdiff-modern with Scikit-Learn or PyTorch functionality, install the extras:
pip install fracdiff-modern[sklearn,torch]
Contributing
Any contributions are more than welcome.
See Issue for proposed features. Please take a look at CONTRIBUTING.md before creating a pull request.
Acknowledgements
This package is a modernization of the original fracdiff library by Shota Imaki. The core algorithms and logic are based on his work in fractional calculus for financial time series.
License
BSD-3-Clause License. See LICENSE for the full text.
References
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