Expand description
§stochastic-rs-stats
Statistical estimators for stochastic processes.
Re-exports§
pub use stochastic_rs_distributions as distributions;pub use stochastic_rs_stochastic as stochastic;
Modules§
- cir
- Cir
- double_
exp - Double Exp
- econometrics
- Econometrics
- fd
- Fd
- filtering
- Bayesian Filtering & Sampling
- fou_
estimator - fOU Estimator
- fukasawa_
hurst - Fukasawa adapted Whittle estimator for the Hurst parameter.
- gaussian_
kde - Gaussian Kde
- heston_
mle - Mle
- heston_
nml_ cekf - Heston NMLE-CEKF
- leverage
- Leverage
- mle
- Maximum Likelihood Estimation for 1-D Diffusions
- non_
central_ chi_ squared - Non Central Chi Squared
- normality
- Normality tests
- realized
- Realized Volatility & Microstructure-Noise Estimators
- simd_
rng - SIMD-accelerated random number generation
- spectral
- Spectral analysis utilities (periodogram and FFT-based spectrum search).
- tail_
index - Tail Index
- traits
- Re-exports of upstream traits so
crate::traits::Foocontinues to resolve inside the stats sub-crate’s source files. Plus the localHypothesisTesttrait that unifies hypothesis-test result types.