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Module correlated_kernel

Module correlated_kernel 

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CorrelatedKernel - Multi-Table Simulation

This module provides support for correlation analysis across multiple aligned time series for cross-sensor analysis, multi-asset backtesting, etc.

Structs§

CorrelatedKernel
The correlated simulation kernel for multi-series processing.
CorrelatedKernelConfig
Configuration for correlated kernel execution.
CorrelatedKernelResult
Result of correlated kernel execution.
TableSchema
Schema for multi-table context, defining table names and their order.

Functions§

simulate_correlated
Convenience function to run a correlated simulation.

Type Aliases§

CorrelatedKernelFn
JIT-compiled correlated kernel function type.