List of all items

Structs

• analyzer::StatisticalFractalAnalyzer
• audit::AuditContext
• audit::OperationTimer
• audit::TransactionLog
• audit::TransactionLogger
• batch_testing::BatchPerformanceStats
• batch_testing::BatchTestConfig
• batch_testing::BatchTestResults
• batch_testing::SampleMoments
• batch_testing::SharedComputations
• batch_testing::TestResult
• bootstrap_config::BootstrapConfiguration
• bootstrap_config::BootstrapValidation
• bootstrap_config::ConfidenceInterval
• collections::BoundedVec
• collections::ComplexityGuard
• collections::DeterministicCache
• computation_cache::CacheStats
• computation_cache::ComputationCache
• config::AnalysisConfig
• cross_validation::CrossValidationConfig
• cross_validation::CrossValidationResult
• cross_validation::DfaConfig
• cross_validation::FinancialMetricsConfig
• cross_validation::FoldResult
• cross_validation::GphConfig
• cross_validation::ModelSelectionResult
• cross_validation::PerformanceMetrics
• cross_validation::TradingConfig
• cross_validation::WtmmEstimatorConfig
• decimal_finance::AuditEntry
• decimal_finance::FinancialAmount
• decimal_finance::FinancialAuditLog
• decimal_finance::FinancialPortfolio
• deterministic_config::ConfigBuilder
• deterministic_config::DeterministicConfig
• deterministic_config::GLOBAL_CONFIG
• emission_models::EmissionParameters
• emission_models::MultifractalRegimeParams
• emission_models::ObservationFeatures
• generators::ArfimaConfig
• generators::FbmConfig
• generators::GeneratorConfig
• generators::MultifractalCascadeConfig
• hmm_core::FractalHMM
• hurst_estimators::HurstEstimate
• hurst_estimators::HurstEstimationConfig
• math_utils::OptimizedTimeSeries
• math_utils::advanced_memory_layouts::CorrelationMatrix
• math_utils::advanced_memory_layouts::FinancialStatistics
• math_utils::advanced_memory_layouts::RollingBuffer
• math_utils::advanced_memory_layouts::SoAFinancialData
• memory_pool::FlatMatrix
• memory_pool::MemoryPool
• memory_pool::PoolStats
• monte_carlo::ComputationHealth
• monte_carlo::MonteCarloConfig
• monte_carlo::MonteCarloTestResult
• monte_carlo::PowerAnalysisResult
• monte_carlo::SurrogateConfig
• multifractal::MultifractalAnalysis
• multifractal::MultifractalConfig
• multifractal::MultifractalityTest
• multifractal::WtmmAnalysis
• multifractal::WtmmConfig
• preprocessing::AdfConfig
• preprocessing::KpssConfig
• preprocessing::PreprocessingInfo
• regime_config::HMMRegimeDetectionConfig
• regime_config::RegimeDetectionConfig
• regime_results::HMMParameters
• regime_results::ModelCriteria
• regime_results::RegimeChangePoint
• regime_results::RegimeDetectionResult
• regime_results::RegimeStatistics
• regime_results::VolatilityStatistics
• results::AssumptionValidation
• results::DataQualityMetrics
• results::FractalEstimationResults
• results::HeteroskedasticityTests
• results::MethodValidity
• results::ModelSelectionCriteria
• results::NormalityTests
• results::PredictionAccuracy
• results::RegimeAnalysis
• results::RegimeChange
• results::RegimeDurationStatistics
• results::RobustnessTests
• results::SensitivityAnalysis
• results::SerialCorrelationTests
• results::StationarityTests
• results::StatisticalTestResults
• results::ValidationStatistics
• secure_rng::FastrandCompat
• secure_rng::RngAuditEntry
• secure_rng::SecureRng
• secure_rng::ThreadLocalRng
• statistical_tests::GoodnessOfFitTests
• statistical_tests::LongRangeDependenceTest
• statistical_tests::ShortRangeDependenceTest
• statistical_tests::StructuralBreakTest
• statistical_tests::TestConfiguration
• statistical_tests::TestResult

Enums

• batch_testing::BreakTestMethod
• batch_testing::StatisticalTest
• batch_testing::TestDistribution
• bootstrap_config::BootstrapMethod
• bootstrap_config::ConfidenceIntervalMethod
• bootstrap_config::EstimatorComplexity
• computation_cache::AutocorrMethod
• computation_cache::FftDirection
• computation_cache::PeriodogramMethod
• computation_cache::WindowType
• config::AnalysisDepth
• cross_validation::CrossValidationMethod
• cross_validation::DataType
• cross_validation::FractalEstimator
• cross_validation::SelectionCriterion
• errors::FractalAnalysisError
• fft_ops::DetrendingMethod
• generators::BenchmarkSeriesType
• generators::FbmMethod
• hurst_estimators::EstimationMethod
• monte_carlo::NullHypothesis
• monte_carlo::SurrogateMethod
• preprocessing::AdfPValueMethod
• preprocessing::BandwidthMethod
• preprocessing::DataKind
• preprocessing::KpssPValueMethod
• preprocessing::LagCriterion
• regime_config::FeatureExtractionMethod
• regime_config::ValidationMethod
• statistical_tests::LjungBoxDenominator
• statistical_tests::PValueMethod
• statistical_tests::StructuralBreakTestType

Functions

• audit::compute_checksum
• batch_testing::execute_batch_tests
• block_size::multivariate_politis_white_block_size
• block_size::politis_white_block_size
• bootstrap::bootstrap_validate
• bootstrap::bootstrap_validate_pairs
• bootstrap::multivariate_block_bootstrap
• bootstrap_sampling::generate_bootstrap_sample
• bootstrap_sampling::generate_bootstrap_sample_inplace
• bootstrap_sampling::generate_bootstrap_sample_inplace_with_rng
• bootstrap_sampling::mix_seed
• computation_cache::clear_global_cache
• computation_cache::get_global_cache
• computation_cache::get_global_cache_stats
• confidence_intervals::calculate_bca_confidence_interval
• confidence_intervals::calculate_bootstrap_confidence_interval
• confidence_intervals::calculate_normal_confidence_interval
• cross_validation::cross_validate_fractal_models
• decimal_finance::kahan_sum_decimal
• decimal_finance::migrate_f64_to_decimal
• decimal_finance::welford_variance_decimal
• deterministic_config::create_deterministic_rng
• deterministic_config::from_environment
• deterministic_config::get_config
• deterministic_config::set_config
• diagnostics::analyze_circulant_eigenvalues
• diagnostics::deep_gph_debug
• diagnostics::diagnose_gph_variance_bias
• diagnostics::run_comprehensive_diagnostics
• diagnostics::test_gph_corrections
• diagnostics::validate_gph_correction
• errors::validate_all_finite
• errors::validate_allocation_size
• errors::validate_data_length
• errors::validate_finite
• errors::validate_parameter
• fft_ops::calculate_periodogram_fft
• fft_ops::calculate_periodogram_fft_with_detrending
• fft_ops::clear_fft_cache
• fft_ops::coherence_welch
• fft_ops::cross_spectral_density
• fft_ops::detrend_signal
• fft_ops::fft_autocorrelation
• fft_ops::fft_autocorrelation_with_bias
• fft_ops::get_cached_fft_forward
• fft_ops::get_cached_fft_inverse
• fft_ops::get_fft_cache_stats
• fft_ops::parallel_fft::batch_autocorrelation_parallel
• fft_ops::parallel_fft::batch_periodogram_parallel
• fft_ops::parallel_fft::compute_coherence_welch
• fft_ops::parallel_fft::parallel_coherence_analysis_single_shot
• fft_ops::parallel_fft::parallel_coherence_analysis_welch
• fft_ops::parallel_fft::parallel_cross_spectral_density
• fft_ops::parallel_fft::parallel_windowed_fft
• generators::fbm_to_fgn
• generators::generate_arfima
• generators::generate_benchmark_series
• generators::generate_fractional_brownian_motion
• generators::generate_multifractal_cascade
• generators::generate_regime_switching_series
• hurst_estimators::estimate_dfa_hurst_only
• hurst_estimators::estimate_hurst_by_method
• hurst_estimators::estimate_hurst_dfa
• hurst_estimators::estimate_hurst_multiple_methods
• hurst_estimators::estimate_hurst_periodogram
• hurst_estimators::estimate_hurst_rescaled_range
• hurst_estimators::estimate_hurst_simple_short_series
• hurst_estimators::estimate_hurst_variogram
• hurst_estimators::estimate_hurst_wavelet
• hurst_estimators::estimate_hurst_whittle
• hurst_estimators::estimate_local_hurst
• hurst_estimators::estimate_periodogram_hurst_only
• hurst_estimators::estimate_rs_hurst_only
• hurst_estimators::estimate_variogram_hurst_only
• hurst_estimators::estimate_whittle_hurst_only
• hurst_estimators::lo_modified_rs_statistic
• linear_algebra::compute_residuals
• linear_algebra::economy_qr_solve
• linear_algebra::householder_qr
• linear_algebra::multiple_regression
• linear_algebra::newey_west_bandwidth
• linear_algebra::newey_west_lrv
• linear_algebra::qr_least_squares
• linear_algebra::qr_least_squares_pivoted
• linear_algebra::qr_regression_residuals
• linear_algebra::qr_with_pivoting
• math_utils::calculate_autocorrelations
• math_utils::calculate_kurtosis
• math_utils::calculate_segment_fluctuation
• math_utils::calculate_skewness
• math_utils::calculate_variance
• math_utils::calculate_volatility
• math_utils::calculate_wald_statistic
• math_utils::chi_squared_cdf
• math_utils::erf
• math_utils::fast_ln
• math_utils::fast_ops::cube
• math_utils::fast_ops::fast_powi
• math_utils::fast_ops::reciprocal
• math_utils::fast_ops::square
• math_utils::fast_rsqrt
• math_utils::float_equals
• math_utils::float_ops::approx_eq
• math_utils::float_ops::approx_eq_eps
• math_utils::float_ops::approx_zero
• math_utils::float_ops::approx_zero_eps
• math_utils::float_ops::safe_div
• math_utils::float_ops::safe_ln
• math_utils::float_ops::safe_sqrt
• math_utils::float_total_cmp
• math_utils::gamma_cf
• math_utils::gamma_series
• math_utils::generate_window_sizes
• math_utils::inline_mean
• math_utils::inline_variance_unchecked
• math_utils::integrate_series
• math_utils::kahan_sum
• math_utils::local_whittle_estimate
• math_utils::log_gamma
• math_utils::log_gamma_large
• math_utils::mad
• math_utils::median
• math_utils::median_of_sorted
• math_utils::ols_regression
• math_utils::ols_regression_hac
• math_utils::pairwise_sum
• math_utils::parallel_ops::autocorrelation_parallel
• math_utils::parallel_ops::calculate_variance_parallel
• math_utils::parallel_ops::parallel_matrix_vector_mult
• math_utils::parallel_ops::parallel_moving_windows
• math_utils::parallel_ops::parallel_quantiles
• math_utils::parallel_ops::parallel_rolling_correlation
• math_utils::percentile
• math_utils::safe_as_f64
• math_utils::safe_as_usize
• math_utils::safe_divide
• math_utils::safe_get
• math_utils::safe_get_mut
• math_utils::safe_mean_precise
• math_utils::safe_sum
• math_utils::standard_normal_cdf
• math_utils::wls_regression
• memory_pool::clear_global_pools
• memory_pool::get_complex_buffer
• memory_pool::get_f64_buffer
• memory_pool::get_f64_matrix
• memory_pool::get_flat_matrix
• memory_pool::get_global_pool_stats
• memory_pool::get_matrix_buffer
• memory_pool::get_usize_buffer
• memory_pool::return_complex_buffer
• memory_pool::return_f64_buffer
• memory_pool::return_f64_matrix
• memory_pool::return_flat_matrix
• memory_pool::return_matrix_buffer
• memory_pool::return_usize_buffer
• monte_carlo::fourier_surrogate
• monte_carlo::generate_surrogate_data
• monte_carlo::get_power_spectrum
• monte_carlo::monte_carlo_hurst_test
• monte_carlo::monte_carlo_multifractal_test
• monte_carlo::power_analysis_hurst_estimator
• monte_carlo::power_analysis_hurst_estimator_with_volatility
• monte_carlo::surrogate_data_test
• multifractal::calculate_asymmetry_parameter
• multifractal::calculate_generalized_hurst_exponent
• multifractal::calculate_mf_dfa_fluctuation
• multifractal::calculate_multifractality_degree
• multifractal::calculate_singularity_spectrum
• multifractal::fit_quadratic_and_get_residuals
• multifractal::perform_multifractal_analysis
• multifractal::perform_multifractal_analysis_with_config
• multifractal::perform_wtmm_analysis
• multifractal::perform_wtmm_analysis_with_config
• multifractal::test_multifractality
• preprocessing::arch_lm_test
• preprocessing::augmented_dickey_fuller
• preprocessing::augmented_dickey_fuller_with_config
• preprocessing::detect_outliers
• preprocessing::estimate_rolling_volatility
• preprocessing::kpss_p_value
• preprocessing::kpss_test
• preprocessing::kpss_test_with_config
• preprocessing::kpss_test_with_trend
• preprocessing::ljung_box_test
• preprocessing::preprocess_financial_data
• preprocessing::preprocess_financial_data_with_kind
• regime_detection::detect_fractal_regimes
• regime_detection::detect_fractal_regimes_with_hmm
• regime_results::calculate_hmm_parameters
• secure_rng::clear_global_seed
• secure_rng::enable_global_audit
• secure_rng::get_global_audit_log
• secure_rng::global_seed
• secure_rng::secure_random_f64
• secure_rng::secure_random_usize
• secure_rng::with_thread_local_rng
• statistical_tests::anderson_darling_test
• statistical_tests::cusum_squares_test
• statistical_tests::cusum_test
• statistical_tests::gph_test
• statistical_tests::jarque_bera_test
• statistical_tests::lilliefors_test
• statistical_tests::ljung_box_test
• statistical_tests::ljung_box_test_with_config
• statistical_tests::portmanteau_test
• statistical_tests::quandt_andrews_test
• statistical_tests::robinson_test
• statistical_tests::test_goodness_of_fit
• statistical_tests::test_long_range_dependence
• statistical_tests::test_short_range_dependence
• statistical_tests::test_structural_breaks
• wavelet::calculate_haar_wavelet_variance
• wavelet::calculate_wavelet_variance
• wavelet::compute_modwt_level
• wavelet::estimate_wavelet_hurst_only

Type Aliases

• collections::DeterministicMap
• errors::FractalResult

Constants

• decimal_finance::FINANCIAL_DECIMAL_EPSILON
• math_utils::analysis_constants::DEFAULT_AUTOCORR_LAGS
• math_utils::analysis_constants::DEFAULT_BOOTSTRAP_SAMPLES
• math_utils::analysis_constants::DEFAULT_CONFIDENCE_LEVEL
• math_utils::analysis_constants::DEFAULT_MAX_SCALE_FACTOR
• math_utils::analysis_constants::DEFAULT_MIN_DATA_LENGTH
• math_utils::analysis_constants::DEFAULT_MIN_MAXIMA_LINES
• math_utils::analysis_constants::DEFAULT_MIN_SCALE
• math_utils::analysis_constants::DEFAULT_NUM_Q_VALUES
• math_utils::analysis_constants::DEFAULT_Q_RANGE
• math_utils::analysis_constants::DEFAULT_SMOOTHING_WINDOW
• math_utils::analysis_constants::GPH_BANDWIDTH_EXPONENT
• math_utils::analysis_constants::ROBINSON_BANDWIDTH_EXPONENT
• math_utils::analysis_constants::STRUCTURAL_BREAK_TRIM_FRACTION
• math_utils::analysis_constants::WTMM_DEFAULT_MAX_SCALE
• math_utils::analysis_constants::WTMM_DEFAULT_MIN_SCALE
• math_utils::analysis_constants::WTMM_DEFAULT_NUM_SCALES
• math_utils::constants::CORRELATION_TOLERANCE
• math_utils::constants::DEFAULT_EPSILON
• math_utils::constants::EULER_GAMMA
• math_utils::constants::FINANCIAL_EPSILON
• math_utils::constants::LN_10
• math_utils::constants::LN_2
• math_utils::constants::LN_TWO_PI
• math_utils::constants::MATRIX_CONDITION_EPSILON
• math_utils::constants::MATRIX_REGULARIZATION
• math_utils::constants::MAX_ABS_VALUE
• math_utils::constants::MAX_CONDITION_NUMBER
• math_utils::constants::MAX_SAFE_INTEGER
• math_utils::constants::MIN_LOG_VALUE
• math_utils::constants::MIN_STD_DEV
• math_utils::constants::MIN_VARIANCE
• math_utils::constants::ONE_OVER_LN_10
• math_utils::constants::ONE_OVER_SQRT_2
• math_utils::constants::ONE_OVER_SQRT_TWO_PI
• math_utils::constants::ONE_OVER_TWO_PI
• math_utils::constants::PI_OVER_2
• math_utils::constants::PI_OVER_4
• math_utils::constants::PI_SQUARED
• math_utils::constants::PI_SQUARED_OVER_6
• math_utils::constants::SQRT_2
• math_utils::constants::SQRT_PI_OVER_2
• math_utils::constants::SQRT_TWO_PI
• math_utils::constants::THREE_HALVES
• math_utils::constants::TWO_OVER_PI
• math_utils::constants::TWO_PI
• math_utils::constants::TWO_THIRDS
• math_utils::constants::VARIANCE_TOLERANCE