.. LRDBench documentation master file, created by sphinx-quickstart on Sun Aug 25 2024. You can adapt this file completely to your liking, but it should at least contain the root `toctree` directive. Welcome to the lrdbenchmark documentation ========================================= .. image:: https://img.shields.io/pypi/v/lrdbenchmark.svg :target: https://pypi.org/project/lrdbenchmark/ :alt: PyPI version .. image:: https://img.shields.io/pypi/pyversions/lrdbenchmark.svg :target: https://pypi.org/project/lrdbenchmark/ :alt: Python versions .. image:: https://img.shields.io/badge/License-MIT-blue.svg :target: https://opensource.org/licenses/MIT :alt: License .. image:: https://readthedocs.org/projects/lrdbenchmark/badge/?version=latest :target: https://lrdbenchmark.readthedocs.io/en/latest/?badge=latest :alt: Documentation Status **lrdbenchmark** delivers reproducible benchmarking, diagnostics, and reporting for long-range dependence (LRD) analysis. It combines stochastic data models, twenty estimators, contamination-aware preprocessing, stratified reporting, and provenance capture in one toolkit. What lrdbenchmark provides -------------------------- * **Twenty estimators with a unified API** – 13 classical (temporal, spectral, wavelet, multifractal), 3 machine-learning, and 4 neural estimators. * **Runtime profiles** – switch between the lightweight ``quick`` profile (used automatically under pytest/CI) and the exhaustive ``full`` profile for publication-grade studies. * **Robust benchmarking** – contamination models, adaptive preprocessing, stratified summaries, non-parametric significance testing, and uncertainty calibration. * **Nonstationarity testing** – time-varying H generators (regime switching, continuous drift, structural breaks), critical regime models (OU, fractional Lévy, SOC), and structural break detection (CUSUM, Chow test, ICSS). * **Surrogate data testing** – IAAFT, phase randomization, and AR surrogates for hypothesis testing of LRD and nonlinearity. * **Coverage probability analysis** – Monte Carlo estimation of CI coverage with studentized bootstrap and calibration diagnostics. * **Adaptive acceleration** – automatic CPU mode with optional JAX → Numba → NumPy fallbacks and GPU support when requested. * **Containerized experiments** – Docker support for reproducible cloud/HPC benchmarking. * **Documentation-first tutorials** – the tutorial series now lives inside the docs and is mirrored by Markdown notebooks for interactive exploration. Quick start ----------- Install with ``pip install lrdbenchmark`` and see :doc:`quickstart` for end-to-end examples, including how to opt into the different runtime profiles. Installation & Setup -------------------- .. toctree:: :maxdepth: 2 :titlesonly: installation quickstart API Reference ------------- .. toctree:: :maxdepth: 2 :titlesonly: api/generation api/diagnostics api/uncertainty api/machine_learning_estimators api/neural_network_factory api/adaptive_estimators api/contamination_factory api/estimators api/data_models api/benchmark api/analytics Theory & Background ------------------- For theoretical foundations and validation techniques, see the comprehensive examples in the API documentation and quickstart guide. Examples & demos ---------------- .. toctree:: :maxdepth: 2 :titlesonly: examples/comprehensive_adaptive_demo examples/comprehensive_demo examples/leaderboard Domain Guides ------------- .. toctree:: :maxdepth: 1 :titlesonly: domain/preprocessing_guidelines Demonstration materials ----------------------- The original interactive curriculum is available in two forms: * :doc:`tutorials/index` – the canonical documentation narrative. * :doc:`notebooks/notebooks_overview` – guidance on using the Markdown notebook sources bundled in ``notebooks/markdown/``. Tutorial Series --------------- Structured learning path through the lrdbenchmark workflow: .. toctree:: :maxdepth: 2 :titlesonly: tutorials/index Indices and tables ================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`