Struct CorrelationConfig 

pub struct CorrelationConfig {
    pub fields: Vec<CorrelatedField>,
    pub matrix: Vec<f64>,
    pub copula_type: CopulaType,
}

Configuration for the correlation engine.

Fields

fields: Vec<CorrelatedField>

Fields to correlate

matrix: Vec<f64>

Correlation matrix (upper triangular, row-major order) For n fields, this should have n*(n-1)/2 elements

copula_type: CopulaType

Type of copula to use for dependency structure

Implementations

impl CorrelationConfig

pub fn new(fields: Vec<CorrelatedField>, matrix: Vec<f64>) -> Self

Create a new correlation configuration.

pub fn bivariate( field1: CorrelatedField, field2: CorrelatedField, correlation: f64, ) -> Self

Create configuration for two fields with a single correlation.

pub fn validate(&self) -> Result<(), String>

Validate the configuration.

pub fn to_full_matrix(&self) -> Vec<Vec<f64>>

Convert upper triangular to full correlation matrix.

pub fn field_names(&self) -> Vec<&str>

Get field names.

Trait Implementations

impl Clone for CorrelationConfig

fn clone(&self) -> CorrelationConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CorrelationConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CorrelationConfig

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for CorrelationConfig

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for CorrelationConfig

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.