Expand description
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§
- Correlated
Kernel - The correlated simulation kernel for multi-series processing.
- Correlated
Kernel Config - Configuration for correlated kernel execution.
- Correlated
Kernel Result - Result of correlated kernel execution.
- Table
Schema - Schema for multi-table context, defining table names and their order.
Functions§
- simulate_
correlated - Convenience function to run a correlated simulation.
Type Aliases§
- Correlated
Kernel Fn - JIT-compiled correlated kernel function type.