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correl

Function correl 

Source
pub fn correl(real0: &[f64], real1: &[f64], period: usize) -> Vec<Option<f64>>
Expand description

Rolling Pearson correlation of real0 and real1 (TA-Lib CORREL) over a trailing window of raw values. First value at index period - 1; when the variance product is non-positive TA-Lib emits 0.0.