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CrossCorrelationMatrix

chronix_analytics::multivariate

Struct CrossCorrelationMatrix

pub struct CrossCorrelationMatrix;

Expand description

Full N×N pairwise Pearson correlation matrix.

Implementations§

impl CrossCorrelationMatrix

pub fn compute(data: &[&[f64]]) -> Result<Vec<Vec<f64>>, MultivariateError>

Compute pairwise Pearson correlation for all series.

Returns a symmetric N×N matrix.

Auto Trait Implementations§

impl Freeze for CrossCorrelationMatrix

impl RefUnwindSafe for CrossCorrelationMatrix

impl Send for CrossCorrelationMatrix

impl Sync for CrossCorrelationMatrix

impl Unpin for CrossCorrelationMatrix

impl UnsafeUnpin for CrossCorrelationMatrix

impl UnwindSafe for CrossCorrelationMatrix

Blanket Implementations§

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