midas_rs Python bindings

Python bindings to the Rust port of https://github.com/bhatiasiddharth/MIDAS

Requires * cargo—install via sh curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh * make * python3

To build+test from this directory, run sh make

For example code, see test.py

Note: These bindings currently only expose the MidasR variant of the original implementation (which is the variant that includes time-based decay logic).

For information on the algorithm or interpreting the output, see the link to the original as well as the corresponding paper.