cvx_query::types

Struct GrangerCausalityResult

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pub struct GrangerCausalityResult {
    pub direction: String,
    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

Granger causality test result.

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§direction: String

Detected direction.

§optimal_lag: usize

Optimal lag.

§f_statistic: f64

F-statistic.

§p_value: f64

Combined p-value.

§effect_size: f64

Effect size (partial R²).

§per_dimension_a_to_b: Vec<f64>

Per-dimension F-statistics for A→B.

§per_dimension_b_to_a: Vec<f64>

Per-dimension F-statistics for B→A.

Trait Implementations§

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impl Clone for GrangerCausalityResult

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fn clone(&self) -> GrangerCausalityResult

Returns a copy of the value. Read more
1.0.0 · Source§

fn clone_from(&mut self, source: &Self)

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

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

Formats the value using the given formatter. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn borrow(&self) -> &T

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impl<T> BorrowMut<T> for T
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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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fn from(t: T) -> T

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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

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type Owned = T

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fn to_owned(&self) -> T

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fn clone_into(&self, target: &mut T)

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impl<T, U> TryFrom<U> for T
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type Error = Infallible

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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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type Error = <U as TryFrom<T>>::Error

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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.