Vectorized implementation of fractional differencing
Original implementation from: https://markrbest.github.io/fractional_diff/
Missing bit: find a way to replace the vectorize part.
Current speedup is about 4x
Vectorized implementation of fractional differencing
Original implementation from: https://markrbest.github.io/fractional_diff/
Missing bit: find a way to replace the vectorize part.
Current speedup is about 4x