Taking out Minimizer class from master. Available in clbustos branch.
Will add this and related code in new repository.
coding kalman filter function
added set_row and set_column
metaprogramming for similar methods
Continuing implementation of KF algorithm
God bless the ruby enumerators! Lot of inter vector and matrices manipulations done.
some minor corrections
Completed ll function. Works perfectly. Now, trying to minimize using Simplex
changed parameters arrangement in proc
Added attributes to simplex minimization. Getting an error at this stage.
No need to calculate size by calling acf. Optimized by calculating size separately.
KalmanFilter.ks: changed order to p+q, simplified the error. Now getting RangeError for unknown reason.
Kalman Filter - DONE. :)
Added new suite
Merge branch 'master' of https://github.com/AnkurGel/bioruby-statsample-timeseries
added test_arima_ks.rb for Kalman Filter
Merge branch 'master' of https://github.com/clbustos/bioruby-statsample-timeseries into clbustos
Added accessors, changed class methods to instance methods, made KalmanFilter as a complete standalone module.