Function first_col

crates/openquant/src/risk_metrics.rs:130–135

(m: &DMatrix<f64>)

    /// use openquant::risk_metrics::RiskMetrics;
    ///
    /// let returns = [-0.08, -0.03, -0.01, 0.0, 0.01, 0.01, 0.02, 0.02, 0.03, 0.04];
    /// assert_eq!(RiskMetrics.calculate_value_at_risk(&returns, 0.25).unwrap(), 0.0);
    /// assert_eq!(RiskMetrics.calculate_value_at_risk(&returns, 0.0).unwrap(), -0.08);
    /// ```
    pub fn calculate_value_at_risk(
        &self,
        returns: &[f64],
        confidence_level: f64,
    ) -> Result<f64, RiskMetricsError> {