Statistical and financial clojure.
Cashflow calculation starts from year 0
This package contains more advanced statistical functions for prediction
(ns my-namespace.core
(:require [vilma.learn :as learn]))There is currently only one model. Single variable Least squares linear regression.
(def my-model (learn/least-squares [1 2 3 4 5] [2 4 6 8 10]))
;; => {:model-type :least-squares, :a 0.0, :b 2.0, :r2-score 1.0, :SSE 0.0, :SST 20.0}when you have your model, you can start to predict:
(learn/predict my-model 10)
;; => 20.0This package contains standard statistic functions
(ns my-namespace.core
(:require [vilma.statistics :as stat]))(stat/population-variance [1 2 3 4 5 6])
;; => 2.92
(stat/sample-variance [1 2 3 4 5 6])
;; => 3.5
;; For standard deviation you can either use the general function that takes variance as an argument
(stat/standard-deviation 3.5)
;; => 1.87
;; This can be more efficient especially if you already have the variance
;; Or use the standard deviation functions if you're not interested in the variance
(stat/sample-standard-deviation [1 2 3 4 5 6])
;; => 1.87
(stat/population-standard-deviation [1 2 3 4 5 6])
;; => 1.71
;; Sample covariance
(stat/sample-covariance [1 2 3 4] [4 3 2 1])
;; => -1.67
This package is used for standard financial calculation. Designed to take named arguments. Throws a RuntimeException if the information is not sufficient.
(ns my-namespace.core
(:require [vilma.finance :as fin])
Arguments to functions are non-positional, so the order doesn't matter.
;; Simple present value of a future value
(fin/present-value :future-value 100
:n 10
:discount-rate 5)
;; => 61.39
;; Present value of cashflow (starts from year 0)
(fin/present-value :cashflow [100 100 -10 100]
:discount-rate 10)
;; => 257.78
;; Present value of non-growing perpetuity
(fin/present-value :payment 10
:discount-rate 10)
;; => 1000.00
;; Present value of growing perpetuity
(fin/present-value :payment 10
:discount-rate 10
:growth-rate 5)
;; => 500.00
;; Present value of non-growing annuity
(fin/present-value :payment 10
:discount-rate 10
:n 10)
;; => 61.45
;; Present value of growing annuity
(fin/present-value :payment 10
:discount-rate 10
:n 10
:growth-rate 5)
;; => 74.40
(fin/future-value :present-value 100
:n 10
:interest-rate 5)
;; => 162.89
(fin/future-value :payment 10
:n 10
:interest-rate 10)
;; => -159.37
(fin/future-value :payment 10
:n 10
:interest-rate 10)
:growth-rate 5)
;; => -74.4
(fin/future-value :payment 10
:present-value 100
:n 10
:interest-rate 10)
;; => -418.75
(fin/future-value :payment 10
:present-value 100
:n 10
:interest-rate 10)
:growth-rate 5)
You can't input just anything (even though it seems like it). There are very specific combination of inputs that work. (And more to come)
{:future-value :n :discount-rate}
;; or
{:cashflow :discount-rate}
;; or for perpetuity
{:payment :discount-rate}
;; or perpetuity with growth
{:payment :discount-rate :growth-rate}
;; or for annuity
{:payment :discount-rate :n}
;; or for annuity with growth
{:payment :discount-rate :growth-rate :n}{:present-value :n :interest-rate}In the future I plan to implement learning algorithms like linear regression and other algorithms you find in scikit learn. I also plan on implementing a neural network. For the financial functions I plan on implementing functions that enable you to find the discount-rate, growth-rate, n, payment.
Copyright © 2020
This program and the accompanying materials are made available under the terms of the Eclipse Public License 2.0 which is available at http://www.eclipse.org/legal/epl-2.0.
This Source Code may also be made available under the following Secondary Licenses when the conditions for such availability set forth in the Eclipse Public License, v. 2.0 are satisfied: GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version, with the GNU Classpath Exception which is available at https://www.gnu.org/software/classpath/license.html.