Function load_series

crates/openquant/tests/codependence.rs:14–30

()

}

fn load_series() -> (Vec<f64>, Vec<f64>, Vec<f64>) {
    let fixture_path = std::path::Path::new(env!("CARGO_MANIFEST_DIR"))
        .join("../../tests/fixtures/codependence/random_state_42.csv");
    let mut reader = csv::Reader::from_path(fixture_path).expect("fixture csv");
    let mut x = Vec::new();
    let mut y_1 = Vec::new();
    let mut y_2 = Vec::new();

    for result in reader.deserialize::<CodependenceRow>() {
        let row = result.expect("valid row");
        x.push(row.x);
        y_1.push(row.y_1);
        y_2.push(row.y_2);
    }

    (x, y_1, y_2)
}

fn corrcoef(x: &[f64], y: &[f64]) -> f64 {
    let n = x.len() as f64;