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stochastic_rs_stats/
lib.rs

1//! # stochastic-rs-stats
2//!
3//! Statistical estimators for stochastic processes.
4
5#![allow(non_snake_case)]
6#![allow(clippy::type_complexity)]
7#![allow(clippy::too_many_arguments)]
8#![allow(clippy::needless_range_loop)]
9
10#[macro_use]
11mod macros;
12
13pub mod traits;
14
15pub use stochastic_rs_core::simd_rng;
16pub use stochastic_rs_distributions as distributions;
17pub use stochastic_rs_stochastic as stochastic;
18
19pub mod cir;
20pub mod double_exp;
21pub mod econometrics;
22pub mod fd;
23pub mod filtering;
24pub mod fou_estimator;
25pub mod fukasawa_hurst;
26pub mod gaussian_kde;
27pub mod heston_mle;
28pub mod heston_nml_cekf;
29pub mod leverage;
30pub mod mle;
31pub use stochastic_rs_distributions::non_central_chi_squared;
32pub mod normality;
33pub mod realized;
34pub mod spectral;
35#[cfg(feature = "openblas")]
36pub mod stationarity;
37pub mod tail_index;
38
39#[cfg(feature = "python")]
40pub mod python;