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A compiler for Bayesian time series models.

Chronikis

Chronikis (kroh-NEE-kees) is a special-purpose language for creating time-series models. It comes with a compiler chronikisc and an R package chronikis that contains utilities for calling the compiler as well as estimating and forecasting with the compiled time-series models.

The name "Chronikis" is derived from the phrase χρονική σειρά (chronikí seirá), which means "time series" in Greek.

A PDF of the Chronikis manual, which includes installation instructions, may be found at doc/chronikis-manual.pdf.

This initial release is still missing a number of functions and distributions that the language ought to have; the focus was on implementing enough that all of the models in compiler/Acceptance could be compiled.

Contributing

Contributions are welcome! Read the Contributing Guide for more information.

Licensing

This project is licensed under the Apache V2 License. See LICENSE for more information.