covstream 0.1.3

Lean-backed fixed-dimension streaming covariance and Ledoit-Wolf shrinkage
Documentation 
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pub fn assert_close(actual: f64, expected: f64, tolerance: f64) {
    let diff = (actual - expected).abs();
    assert!(
        diff <= tolerance,
        "expected {expected}, got {actual}, diff {diff}, tolerance {tolerance}"
    );
}

pub fn assert_slice_close(actual: &[f64], expected: &[f64], tolerance: f64) {
    assert_eq!(
        actual.len(),
        expected.len(),
        "slice length mismatch: expected {}, got {}",
        expected.len(),
        actual.len()
    );

    for (actual_value, expected_value) in actual.iter().zip(expected.iter()) {
        assert_close(*actual_value, *expected_value, tolerance);
    }
}