Crate covstream 

covstream is a fixed-dimension streaming covariance library with Lean-backed specifications.

The crate is built around two public entry points:

• CovstreamState is the default user-facing API. It stores a chosen MatrixLayout and returns buffers in that layout.
• CovstreamCore is the lower-level engine. It gives direct access to the underlying state and explicit extraction methods for each layout.

Safe ingest paths reject:

• wrong sample dimensions
• malformed flat batch buffers
• non-finite inputs such as NaN and Inf

Covariance and shrinkage extraction require at least two observed samples. Until then the library returns CovstreamError::InsufficientSamples.

For higher-throughput pipelines that already validate inputs upstream, the trusted_finite ingest methods skip finite-value checks while preserving shape checks.

Security and safety notes:

• The crate does not perform network I/O, file I/O, subprocess execution, or environment-based configuration in its library API.
• The checked ingest paths validate dimensions and reject non-finite values.
• The only unsafe code is isolated to optional AArch64 SIMD leaf kernels in src/kernels.rs.

Re-exports

pub use shrinkage::diagonal_mean_row_major;

pub use shrinkage::scaled_identity_row_major;

pub use shrinkage::shrink_row_major;

pub use shrinkage::shrink_with_mode_row_major;

pub use shrinkage::ShrinkageMode;

Modules

shrinkage

Structs

CovstreamCore

Low-level fixed-dimension streaming covariance engine.

CovstreamState

User-facing wrapper around CovstreamCore that remembers an output layout.

Enums

CovstreamError

Runtime errors returned by the checked Covstream APIs.

MatrixLayout

Output layout used when extracting covariance or shrinkage matrices.