Function absolute_angular_distance

crates/openquant/src/codependence.rs:165–168

(x: &[f64], y: &[f64])

}

pub fn absolute_angular_distance(x: &[f64], y: &[f64]) -> CodependenceResult<f64> {
    let corr_coef = corrcoef(x, y)?;
    Ok((0.5 * (1.0 - corr_coef.abs())).sqrt())
}

pub fn squared_angular_distance(x: &[f64], y: &[f64]) -> CodependenceResult<f64> {
    let corr_coef = corrcoef(x, y)?;