Struct CorrelationGroup 

pub struct CorrelationGroup {
    pub name: String,
    pub entities: Vec<CorrelationEntity>,
    pub matrix: Vec<Vec<f64>>,
}

A named group of correlated entities and their correlation matrix.

matrix is a symmetric positive-semi-definite matrix stored in row-major order as Vec<Vec<f64>>. matrix[i][j] is the correlation coefficient between entities[i] and entities[j]. matrix.len() must equal entities.len().

Cholesky decomposition of the matrix is NOT performed here; that belongs to cobre-stochastic.

See Input Scenarios §5.

Examples

use cobre_core::{EntityId, scenario::{CorrelationEntity, CorrelationGroup}};

let group = CorrelationGroup {
    name: "Southeast".to_string(),
    entities: vec![
        CorrelationEntity { entity_type: "inflow".to_string(), id: EntityId(1) },
        CorrelationEntity { entity_type: "inflow".to_string(), id: EntityId(2) },
    ],
    matrix: vec![
        vec![1.0, 0.8],
        vec![0.8, 1.0],
    ],
};
assert_eq!(group.matrix.len(), 2);

Fields

name: String

Human-readable group label (e.g., "Southeast", "North").

entities: Vec<CorrelationEntity>

Ordered list of entities whose correlation is captured by matrix.

matrix: Vec<Vec<f64>>

Symmetric correlation matrix in row-major order. matrix[i][j] = correlation between entities[i] and entities[j]. Diagonal entries must be 1.0. Shape: entities.len() × entities.len().

Trait Implementations

impl Clone for CorrelationGroup

fn clone(&self) -> CorrelationGroup

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CorrelationGroup

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

Formats the value using the given formatter.

impl PartialEq for CorrelationGroup

fn eq(&self, other: &CorrelationGroup) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for CorrelationGroup