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Module regime_probs

Module regime_probs 

Source
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Regime probability features (soft labels) for ML pipelines.

Provides a simple way to turn hard regime labels or basic clustering into probability-like vectors that are excellent stationary features.

This is a thin wrapper; richer soft outputs (HMM forward probs, GMM responsibilities) can be wired here later when the regimes module exposes them cleanly.

Source: regimes/mod.rs (MarketRegime) + quantwave-4ub research notes (regime probs as meta-features).

Structs§

RegimeProbFeatures

Functions§

regime_to_prob_features