Portability | portable |
---|---|
Stability | experimental |
Maintainer | m.p.donadio@ieee.org |
Safe Haskell | Safe-Inferred |
This module contains a few algorithms for ARMA parameter estimation. Algorithms are taken from Steven M. Kay, _Modern Spectral Estimation: Theory and Application_, which is one of the standard texts on the subject. When possible, variable conventions are the same in the code as they are found in the text.
BROKEN: DO NOT USE