Fracdiff Documentation#

Compute fractional differentiation super-fast.

Install#

pip install fracdiff

Calculate the n-th differentiation along the given axis.

`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.

Computes the n-th differentiation along the given dimension.

A torch.nn.Module to compute fractional differentiation.