Crate time_series_generator

The timeseries-generator crate for generating randomly sampled timeseries

Functions

generate_geometric_brownian_motion	Generate geometric brownian motion
generate_sine_wave	Generates a new sine wave function of given length with exactly one period
generate_standard_normal	generate a new randomly sampled timeseries of given length using a standard normal distribution scaled down by 100 by multiplying a random (+/-) value with the previous value
generate_step_function	Generates a vector of given length with step function using mid_point and width parameter