cvx_analytics::granger

Struct GrangerResult

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pub struct GrangerResult {
    pub direction: GrangerDirection,
    pub optimal_lag: usize,
    pub f_statistic: f64,
    pub p_value: f64,
    pub effect_size: f64,
    pub per_dimension_a_to_b: Vec<f64>,
    pub per_dimension_b_to_a: Vec<f64>,
}
Expand description

Result of a Granger causality test.

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§direction: GrangerDirection

Detected causal direction.

§optimal_lag: usize

Optimal lag (the one with lowest combined p-value for the winning direction).

§f_statistic: f64

F-statistic for the winning direction at optimal lag.

§p_value: f64

Combined p-value (Fisher’s method) for the winning direction.

§effect_size: f64

Partial R² improvement (effect size).

§per_dimension_a_to_b: Vec<f64>

Per-dimension F-statistics for A→B at optimal lag.

§per_dimension_b_to_a: Vec<f64>

Per-dimension F-statistics for B→A at optimal lag.

Trait Implementations§

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impl Clone for GrangerResult

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fn clone(&self) -> GrangerResult

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for GrangerResult

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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Calls U::from(self).

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