Fracdiff Documentation#

Compute fractional differentiation super-fast.

Install#

pip install fracdiff

NumPy API#

fracdiff.fdiff

Calculate the n-th differentiation along the given axis.

Scikit-learn API#

fracdiff.sklearn.Fracdiff

A scikit-learn transformer to compute fractional differentiation.

fracdiff.sklearn.FracdiffStat

A scikit-learn transformer to compute fractional differentiation, where the order is chosen as the minumum order that makes fracdiff stationary.

PyTorch API#

fracdiff.torch.fdiff

Computes the n-th differentiation along the given dimension.

fracdiff.torch.Fracdiff

A torch.nn.Module to compute fractional differentiation.