Function get_ind_matrix

crates/openquant/src/sampling.rs:5–19

Indicator matrix (rows=bar_index, cols=labels), values 0/1.

(label_endtime: &[(usize, usize)], bar_index: &[usize])

/// Indicator matrix (rows=bar_index, cols=labels), values 0/1.
pub fn get_ind_matrix(label_endtime: &[(usize, usize)], bar_index: &[usize]) -> Vec<Vec<u8>> {
    // validate
    for (s, e) in label_endtime {
        assert!(s <= e, "label endtime out of order");
    }
    let mut ind = vec![vec![0u8; label_endtime.len()]; bar_index.len()];
    for (col, (start, end)) in label_endtime.iter().enumerate() {
        for (row_idx, bar) in bar_index.iter().enumerate() {
            if *bar >= *start && *bar <= *end {
                ind[row_idx][col] = 1;
            }
        }
    }
    ind
}

/// Average uniqueness of indicator matrix (single value).
pub fn get_ind_mat_average_uniqueness(ind_mat: &[Vec<u8>]) -> f64 {