All time series and forecasting functions except TS-VWAP call two third-party external libraries. The IMSL C Stat and C Math libraries, provided by Visual Numerics Inc., contain C functions used for financial time series forecasting and analysis calculations.
The wrapper library libtsudf contains user-defined functions (UDFs) that invoke functions contained in the IMSL C Stat and C Math libraries.
The time series and forecasting SQL functions automatically call the libtsudf wrapper library. Sybase IQ loads the IMSL C Stat and C Math libraries when you call a valid user-defined aggregate function for time series and forecasting analysis. Detailed reference information for the IMSL C Stat and C Math libraries is available in IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library.
The names and locations of the IMSL C Stat and C Math libraries vary, depending on the platform on which Sybase IQ is installed:
|
Windows 32-bit |
Windows 64-bit |
UNIX (except AIX) |
AIX |
|
|---|---|---|---|---|
|
Directory where libraries are located |
bin32 |
bin64 |
lib64 |
lib64 |
|
Library file name |
imslcmath_imsl_dll.dll imslcstat_imsl_dll.dll |
imslcmath_imsl_dll.dll imslcstat_imsl_dll.dll |
libimslcmath_imsl.so libimslcstat_imsl.so |
libimslcmath_imsl_r.so libimslcstat_imsl_r.so |