cvx_analytics::anchor

Function project_to_anchors

Source 
pub fn project_to_anchors(
    trajectory: &[(i64, &[f32])],
    anchors: &[&[f32]],
    metric: AnchorMetric,
) -> Vec<(i64, Vec<f32>)>
Expand description

Project a trajectory into anchor-relative coordinates.

For a trajectory of N points in ℝᴰ and K anchors, produces N points in ℝᴷ where dimension k = distance(point, anchor_k).

The resulting trajectory can be fed into any CVX analytics function (velocity, Hurst, changepoints, signatures) for anchor-relative analysis.