[package]
edition = "2021"
name = "covstream"
version = "0.1.3"
build = false
exclude = [
"/.github/**",
"/target/**",
"/.lake/**",
"/.codex",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Lean-backed fixed-dimension streaming covariance and Ledoit-Wolf shrinkage"
homepage = "https://github.com/gratus00/Covstream"
documentation = "https://docs.rs/covstream"
readme = "README.md"
keywords = [
"covariance",
"streaming",
"finance",
"statistics",
]
categories = [
"science",
"mathematics",
"algorithms",
]
license = "MIT"
repository = "https://github.com/gratus00/Covstream"
[features]
default = []
[lib]
name = "covstream"
path = "src/lib.rs"
[[example]]
name = "batch_returns"
path = "examples/batch_returns.rs"
[[example]]
name = "streaming_covariance"
path = "examples/streaming_covariance.rs"
[[example]]
name = "throughput"
path = "examples/throughput.rs"
[[test]]
name = "core_basic"
path = "tests/core_basic.rs"
[[test]]
name = "core_buffers"
path = "tests/core_buffers.rs"
[[test]]
name = "core_covariance"
path = "tests/core_covariance.rs"
[[test]]
name = "core_shrinkage"
path = "tests/core_shrinkage.rs"
[[test]]
name = "state_buffers"
path = "tests/state_buffers.rs"
[[bench]]
name = "core_bench"
path = "benches/core_bench.rs"
harness = false
[dependencies.rayon]
version = "1"
[dev-dependencies.criterion]
version = "0.5"