Struct CorrelationMatrix 

pub struct CorrelationMatrix { /* private fields */ }

An NxN symmetric correlation matrix (row-major, f64).

Produced by CrossAssetCorrelation::correlation_matrix.

Implementations

impl CorrelationMatrix

pub fn get(&self, i: usize, j: usize) -> Option<f64>

Returns the correlation between instruments i and j, or None if out of bounds.

pub fn data(&self) -> &[f64]

Returns the raw row-major data slice.

pub fn n(&self) -> usize

Returns the matrix dimension N.

pub fn names(&self) -> &[String]

Returns the instrument names.

pub fn most_correlated_with(&self, i: usize) -> Vec<(usize, f64)>

Returns the most correlated instrument indices for instrument i, sorted descending by absolute correlation.

Trait Implementations

impl Clone for CorrelationMatrix

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CorrelationMatrix

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

Formats the value using the given formatter.