pub fn correlation_matrix(
series: &[&[f64]],
means: &[f64],
variances: &[f64],
) -> Vec<Vec<f64>>Expand description
Compute the Pearson correlation matrix from return series.
series[i] is the return series for asset i. All series must have the
same length. means[i] and variances[i] are the pre-computed mean and
sample variance for series i.