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hub / github.com/Open-Quant/openquant / freq_step

Function freq_step

crates/openquant/src/cla.rs:332–343  ·  view source on GitHub ↗
(resample_by: Option<&str>)

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330 self.weights.remove(index_1);
331 self.lambdas.remove(index_1);
332 self.gammas.remove(index_1);
333 self.free_weights.remove(index_1);
334 repeat = true;
335 break;
336 }
337 index_2 += 1;
338 }
339 }
340 Ok(())
341 }
342}
343
344fn returns_and_frequency(
345 prices: &DMatrix<f64>,
346 resample_by: Option<&str>,

Callers 1

returns_and_frequencyFunction · 0.70

Calls

no outgoing calls

Tested by

no test coverage detected