rolling_correlation_parallel

scirs2_stats

Function rolling_correlation_parallel 

Source 
pub fn rolling_correlation_parallel<F>(
    x: &ArrayView1<'_, F>,
    y: &ArrayView1<'_, F>,
    windowsize: usize,
    method: &str,
    config: &ParallelCorrelationConfig,
) -> StatsResult<Array1<F>>
where
    F: Float + NumCast + SimdUnifiedOps + Zero + One + Copy + Send + Sync + Sum<F> + Debug + Display,
Expand description

Rolling correlation computation with parallel processing

Computes rolling correlations between two time series using parallel processing for multiple windows.