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hub / github.com/Open-Quant/openquant / fracdiff_frac_diff

Function fracdiff_frac_diff

crates/pyopenquant/src/fracdiff.rs:14–16  ·  view source on GitHub ↗
(series: Vec<f64>, diff_amt: f64, thresh: f64)

Source from the content-addressed store, hash-verified

12
13#[pyfunction(name = "frac_diff")]
14fn fracdiff_frac_diff(series: Vec<f64>, diff_amt: f64, thresh: f64) -> Vec<f64> {
15 openquant::fracdiff::frac_diff(&series, diff_amt, thresh)
16}
17
18#[pyfunction(name = "frac_diff_ffd")]
19fn fracdiff_frac_diff_ffd(series: Vec<f64>, diff_amt: f64, thresh: f64) -> Vec<f64> {

Callers

nothing calls this directly

Calls 1

frac_diffFunction · 0.85

Tested by

no test coverage detected