lppl-examples

Here’s a description of some examples of using lppl. You can find the source here.

Requirements and installation

To build and run the examples, you need CMake 3.20.0 or newer, a C++20 compiler, and lppl v0.9.0 or newer. You can get lppl by cd include && git clone -b master git@gitlab.com:drdewhurst/lppl.git. To generate the plots, you need python 3.9 with pandas and matplotlib installed. Create a new conda environment and use the requirements.txt if in doubt.

• Building the examples: cd build && cmake .. && make
• Running the examples: cd build && ./the_executable
• Plotting the examples: cd src && my/python/install the_plot_script

Examples

• dynamic.cpp: filtering algorithm comparison – rolling your own time series filtering using queryers and importance sampling vs. using builtin generic filtering algorithms
• linear-regression.cpp: linear regression, fast and slow (with worse and better user-defined proposal distributions)
• sts.cpp: WIP basic structural time series models in discrete time (for now – continuous time later)
• symbolic-regression.cpp: symbolic regression over a pure-functional DSL, featuring the simplest interpreter ever

License etc.

lppl-examples is licensed under GPL v3. If you would like a license exception please contact us at lppl@davidrushingdewhurst.com. Copyright David Rushing Dewhurst, 2022 - present.