philipperemy / lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

philipperemy/lead-lag Issues

More than two input?
Updated 4 months ago1
Use poetry for installation fixes the Cython install issues
Updated 8 months ago
Different Data Precision and Search Precision
Updated 2 years ago1
Probably a typo in calculating data_precision?
Closed 2 years ago2
Handling < 1 sec
Closed 2 years ago5
Dependabot couldn't authenticate with https://pypi.python.org/simple/
Closed 4 years ago
Import failure
Closed 5 years ago6