Function prob_mass_function

crates/openquant/src/microstructural_features.rs:546–554

(message: &str, word_length: usize)

/// ```
/// use openquant::microstructural_features::get_bar_based_hasbrouck_lambda;
///
/// # fn main() -> Result<(), openquant::util::InputError> {
/// let lambda = get_bar_based_hasbrouck_lambda(&[100.0, 110.0, 99.0], &[1e4; 3], 2)?;
/// let expected = (1.1f64.ln() + 0.9f64.ln().abs()) / 100.0 / 2.0;
/// assert!((lambda[2] - expected).abs() < 1e-15);
/// # Ok(())
/// # }
/// ```
///
/// # Errors
///
/// [`InputError::LengthMismatch`] if `dollar_volume.len() != close.len()`.