Function corrcoef

crates/openquant/src/codependence.rs:12–41

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

pub type CodependenceResult<T> = Result<T, CodependenceError>;

fn corrcoef(x: &[f64], y: &[f64]) -> CodependenceResult<f64> {
    if x.len() != y.len() {
        return Err(CodependenceError::InputLengthMismatch);
    }
    if x.len() < 2 {
        return Err(CodependenceError::InputTooShort);
    }

    let n = x.len() as f64;
    let mean_x = x.iter().sum::<f64>() / n;
    let mean_y = y.iter().sum::<f64>() / n;

    let mut cov = 0.0;
    let mut var_x = 0.0;
    let mut var_y = 0.0;

    for (xi, yi) in x.iter().zip(y.iter()) {
        let dx = xi - mean_x;
        let dy = yi - mean_y;
        cov += dx * dy;
        var_x += dx * dx;
        var_y += dy * dy;
    }

    if var_x == 0.0 || var_y == 0.0 {
        return Err(CodependenceError::ZeroVariance);
    }

    Ok(cov / (var_x * var_y).sqrt())
}

fn histogram(values: &[f64], n_bins: usize) -> CodependenceResult<Vec<usize>> {
    if n_bins == 0 {