Function perf 

pub fn perf<'a, T: ToPrimitive>(
    series1: &'a [T],
    series2: &'a [T],
    window: usize,
) -> impl Iterator<Item = f64> + 'a

Performance Index

Used to compare a asset’s price trend to the general trend of a benchmark index.

Usage

Value above 1 would state that base series outperforms benchmark.

Sources

[1]

Examples

use traquer::correlation;

correlation::perf(
    &[1.0,2.0,3.0,4.0,5.0,6.0,4.0,5.0],
    &[1.0,2.0,3.0,4.0,5.0,6.0,4.0,5.0],
    2).collect::<Vec<f64>>();