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

Method _compute_lambda

crates/openquant/src/cla.rs:232–242  ·  view source on GitHub ↗
(
        &self,
        _covar_f_inv: &DMatrix<f64>,
        _covar_fb: &DMatrix<f64>,
        _mean_f: &DMatrix<f64>,
        _w_b: Option<&[f64]>,
        _asset_index: &[usize],
        _b_i: &[us

Source from the content-addressed store, hash-verified

230 }
231
232 pub fn _compute_lambda(
233 &self,
234 _covar_f_inv: &DMatrix<f64>,
235 _covar_fb: &DMatrix<f64>,
236 _mean_f: &DMatrix<f64>,
237 _w_b: Option<&[f64]>,
238 _asset_index: &[usize],
239 _b_i: &[usize],
240 ) -> (f64, i64) {
241 (0.0, 0)
242 }
243
244 pub fn _compute_w(
245 &self,

Calls

no outgoing calls

Tested by 2