frenchrs 0.1.3

A high-performance Rust library for asset pricing and financial analysis, built on the robust econometric infrastructure of [Greeners](https://crates.io/crates/greeners).
Documentation 
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# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2021"
name = "frenchrs"
version = "0.1.3"
authors = ["Frenchrs Contributors"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "A high-performance Rust library for asset pricing and financial analysis, built on the robust econometric infrastructure of [Greeners](https://crates.io/crates/greeners)."
readme = "README.md"
keywords = [
    "finance",
    "capm",
    "asset-pricing",
    "fama-french",
    "apt",
]
categories = [
    "science",
    "finance",
]
license = "MIT"
repository = "https://github.com/sheep-farm/Frenchrs"

[lib]
name = "frenchrs"
path = "src/lib.rs"

[[example]]
name = "apt_example"
path = "examples/apt_example.rs"

[[example]]
name = "capm_dataframe"
path = "examples/capm_dataframe.rs"

[[example]]
name = "capm_example"
path = "examples/capm_example.rs"

[[example]]
name = "carhart_example"
path = "examples/carhart_example.rs"

[[example]]
name = "complete_comparison"
path = "examples/complete_comparison.rs"

[[example]]
name = "fama_french_example"
path = "examples/fama_french_example.rs"

[[example]]
name = "fama_macbeth_example"
path = "examples/fama_macbeth_example.rs"

[[example]]
name = "grs_test_example"
path = "examples/grs_test_example.rs"

[[example]]
name = "hj_distance_example"
path = "examples/hj_distance_example.rs"

[[example]]
name = "ivol_tracking_multi_example"
path = "examples/ivol_tracking_multi_example.rs"

[[example]]
name = "model_comparison"
path = "examples/model_comparison.rs"

[[example]]
name = "oos_performance_example"
path = "examples/oos_performance_example.rs"

[[example]]
name = "residual_correlation_example"
path = "examples/residual_correlation_example.rs"

[[example]]
name = "residual_diagnostics_example"
path = "examples/residual_diagnostics_example.rs"

[[example]]
name = "risk_analysis"
path = "examples/risk_analysis.rs"

[[example]]
name = "rolling_multi_assets"
path = "examples/rolling_multi_assets.rs"

[[test]]
name = "apt_tests"
path = "tests/apt_tests.rs"

[[test]]
name = "capm_tests"
path = "tests/capm_tests.rs"

[[test]]
name = "carhart_tests"
path = "tests/carhart_tests.rs"

[[test]]
name = "fama_french_6f_tests"
path = "tests/fama_french_6f_tests.rs"

[[test]]
name = "fama_french_tests"
path = "tests/fama_french_tests.rs"

[[test]]
name = "ivol_tracking_multi_tests"
path = "tests/ivol_tracking_multi_tests.rs"

[[test]]
name = "risk_metrics_tests"
path = "tests/risk_metrics_tests.rs"

[dependencies.faer]
version = "0.22"

[dependencies.greeners]
version = "1.4.3"

[dependencies.ndarray]
version = "0.17.1"

[dependencies.statrs]
version = "0.18.0"

[profile.release]
opt-level = 3
lto = true