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rescaled_range_for_n

Function rescaled_range_for_n 

Source
pub fn rescaled_range_for_n(returns: &[Decimal], n: usize) -> Option<Decimal>
Expand description

Compute the average Rescaled Range statistic for a given subseries size n.

Splits the return series into non-overlapping subseries of size n, computes R/S for each, and returns the average. Returns None if no valid subseries produced a result.