Struct LaggedFrame 

pub struct LaggedFrame { /* private fields */ }

Pre-materialized lagged frame: one contiguous column per (variable, lag).

Layout is column-major over slots variable_slot * (max_lag + 1) + lag. Per-column ValidityBitmaps record whether each effective row’s source sample passed analysis-mask ∩ column-validity (under the build options).

Implementations

impl LaggedFrame

pub fn from_series( data: &TimeSeriesData, variables: &[VariableId], max_lag: u32, policy: &KernelPolicy, ) -> Result<Self, DataError>

Materialize all lags 0..=max_lag for variables from data.

Uses LaggedFrameOptions::default (Honor analysis mask + CompleteCase).

Errors

Empty variable list, invalid lag map, missing/non-float64 columns, or ErrorOnMissing when a source column has nulls.

pub fn from_series_with_reference( data: &TimeSeriesData, variables: &[VariableId], max_lag: u32, reference: ReferencePointPolicy, policy: &KernelPolicy, ) -> Result<Self, DataError>

Materialize lagged columns under an explicit reference-point policy.

Errors

Empty variable list, invalid lag map, missing/non-float64 columns, or ErrorOnMissing when a source column has nulls.

pub fn from_series_with_options( data: &TimeSeriesData, variables: &[VariableId], max_lag: u32, reference: ReferencePointPolicy, options: LaggedFrameOptions, policy: &KernelPolicy, ) -> Result<Self, DataError>

Materialize lagged columns with explicit mask / missingness policies.

Errors

Empty variable list, invalid lag map, missing/non-float64 columns, or ErrorOnMissing when a source column has nulls.

pub fn variables(&self) -> &[VariableId]

Variables in slot order.

pub const fn max_lag(&self) -> u32

Maximum lag materialised (inclusive).

pub const fn n_effective(&self) -> usize

Effective aligned sample count.

pub fn ncols(&self) -> usize

Number of columns (n_vars * (max_lag + 1)).

pub fn is_fully_valid(&self) -> bool

Whether every lagged column is fully valid (fast path for unmasked series).

pub fn values_bytes(&self) -> u64

Byte size of the gathered value buffer.

pub fn column_index(&self, variable: VariableId, lag: Lag) -> Option<usize>

Dense column index for (variable, lag), or None if unknown / out of range.

pub fn column(&self, idx: usize) -> &[f64]

Borrow column at dense index.

Panics

Panics if idx >= ncols.

pub fn column_valid(&self, idx: usize) -> &ValidityBitmap

Borrow per-row validity for lagged column idx.

Panics

Panics if idx >= ncols.

pub fn keep_mask_for_columns( &self, cols: &[usize], ) -> Result<Vec<bool>, DataError>

Keep-mask for a set of lagged column indexes: AND of their validity bitmaps.

Errors

Empty column list or out-of-range index.

pub fn retain_effective(&self, keep: &[bool]) -> Result<Self, DataError>

Compact to effective rows where keep[i] is true.

Used for regime-masked CI: the full series is materialized first so lag alignment is correct, then only windows wholly inside a regime are retained.

Errors

Length mismatch or empty keep set.

pub fn stack(frames: &[Self]) -> Result<Self, DataError>

Vertically stack frames that share the same variable list and max lag.

Used for multi-environment pooling without lag windows crossing env boundaries.

Errors

Empty input, or mismatched variables / max_lag across frames.

pub fn append_constant_lag_columns( &self, columns: &[(VariableId, Vec<f64>)], ) -> Result<Self, DataError>

Append variables whose values are constant across lags (space/time dummies).

Each entry is (variable_id, contemporaneous column) of length n_effective. The same values are copied into every lag slot so MCI can index any lag; link assumptions should still forbid lagged parents of space/time dummies. Appended columns are marked all-valid.

Errors

Length mismatch, duplicate variable id, or empty column list.

Trait Implementations

impl Clone for LaggedFrame

fn clone(&self) -> LaggedFrame

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LaggedFrame

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.