Struct LeadLagCrossCorrelationOutput 

pub struct LeadLagCrossCorrelationOutput {
    pub lag: i64,
    pub correlation: f64,
}

Output of LeadLagCrossCorrelation: the lead/lag offset and its correlation.

Fields

lag: i64

The offset k ∈ [−max_lag, max_lag] that maximises |corr(a[t], b[t+k])|.

A positive lag means a leads b by lag samples (a’s pattern shows up in b that many steps later); a negative lag means b leads a; 0 means the two are most correlated contemporaneously.

correlation: f64

The (signed) Pearson correlation at that lag, in [−1, +1].

Trait Implementations

impl Clone for LeadLagCrossCorrelationOutput

fn clone(&self) -> LeadLagCrossCorrelationOutput

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for LeadLagCrossCorrelationOutput

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for LeadLagCrossCorrelationOutput

fn eq(&self, other: &LeadLagCrossCorrelationOutput) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for LeadLagCrossCorrelationOutput

impl StructuralPartialEq for LeadLagCrossCorrelationOutput