Function std_dev

crates/openquant/src/strategy_risk.rs:289–303

(values: &[f64])

}

fn std_dev(values: &[f64]) -> f64 {
    if values.len() < 2 {
        return 0.0;
    }
    let mu = mean(values);
    let var = values
        .iter()
        .map(|v| {
            let d = *v - mu;
            d * d
        })
        .sum::<f64>()
        / (values.len() as f64 - 1.0);
    var.sqrt()
}

fn silverman_bandwidth(samples: &[f64]) -> f64 {
    let sigma = std_dev(samples);