Struct MultiAssetClusterer 

pub struct MultiAssetClusterer { /* private fields */ }

A clusterer for identifying regimes across multiple assets.

Implementations

impl MultiAssetClusterer

pub fn new(n_assets: usize, window_size: usize, k: usize) -> Self

Trait Implementations

impl Clone for MultiAssetClusterer

fn clone(&self) -> MultiAssetClusterer

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MultiAssetClusterer

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for MultiAssetClusterer

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<&[f64]> for MultiAssetClusterer

type Output = MarketRegime

fn next(&mut self, returns: &[f64]) -> Self::Output

Process the next input and return the updated output.

impl Serialize for MultiAssetClusterer

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.