Crate wc_fir 

wc_fir

A Rust library for Manual & Auto (OLS) FIR modelling of working capital drivers.

This crate provides two main modes:

• Manual: Apply user-supplied FIR profiles (percentages + scale) to drivers
• Auto (OLS): Estimate FIR taps via ordinary least squares, then map to {scale, percentages}

Example

use wc_fir::{fit_auto, ManualProfile, OlsOptions, fit_ols, manual_apply};

// Historical series (same length)
let d1: Vec<f64> = (0..24).map(|i| 120.0 + 2.0 * i as f64).collect();
let d2: Vec<f64> = (0..24).map(|i| 80.0 + 1.5 * i as f64).collect();
let y: Vec<f64> = d1
    .iter()
    .zip(d2.iter())
    .map(|(&a, &b)| 0.6 * a + 0.3 * b + 12.0)
    .collect();

// Manual mode
let manual = manual_apply(
    &[d1.clone(), d2.clone()],
    &[
        ManualProfile { percentages: vec![0.5, 0.35, 0.15], scale: 0.9 },
        ManualProfile { percentages: vec![0.3, 0.7], scale: 0.6 },
    ],
).unwrap();

// Auto (OLS) mode
let fit = fit_ols(
    &[d1.clone(), d2.clone()],
    y.as_slice(),
    &[3, 2], // lags per driver
    &OlsOptions::default(),
).unwrap();

// Auto defaults: build max design, lasso-select, refit OLS
let auto = fit_auto(&[d1, d2], y.as_slice()).unwrap();
println!("Auto RMSE: {:.4}  R²: {:.4}", auto.rmse, auto.r2);

println!("OLS per driver: {:?}", fit.per_driver);
println!("RMSE: {:.4}  R²: {:.4}", fit.rmse, fit.r2);

Re-exports

pub use fir::manual_apply;

pub use ols::fit_ols;

pub use ols::predict_ols;

Modules

data

fir

ols

Structs

AutoLagResult

Output of automatic lag selection followed by an OLS refit.

Caps

Per-driver lag caps used when building the maximal design matrix.

Guardrails

Guardrails to keep fits statistically sane.

LassoSettings

Lasso / Elastic-net settings used for automatic lag selection.

ManualProfile

Manual profile per driver: percentages (tap weights) + scale.

OlsFit

Plain OLS fit result used across the crate.

OlsOptions

Output of Auto (OLS) fit, mapped for auditability.

Truncation

Truncation of tiny tap weights after mapping to percentages.

Enums

FirError

Library error type.

IcKind

Information-criterion variants.

IcSearchKind

Search strategies for IC-based selection.

LagSelect

Lag selection strategies supported by the crate.

Functions

fit_auto

fit_auto_prefix

Automatic lag-length selection using prefix blocks + rolling CV.

fit_ols_auto_lags

Type Aliases

Lag

Per-driver lag length.