Struct ComplexWaveletResult

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pub struct ComplexWaveletResult<T> {
    pub coefficients: Vec<Vec<Complex<T>>>,
    pub scales: Vec<T>,
    pub time: Vec<T>,
    pub sampling_freq: T,
    pub wavelet_info: String,
}

Expand description

Complex Wavelet Analysis Result

Enhanced result structure for complex wavelet analysis with financial-specific metrics.

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§coefficients: Vec<Vec<Complex<T>>>

Complex coefficients [scales x time]

§scales: Vec<T>

Scale values

§time: Vec<T>

Time points

§sampling_freq: T

Sampling frequency

§wavelet_info: String

Wavelet parameters

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impl<T: Clone + Float + FromPrimitive> ComplexWaveletResult<T>

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pub fn instantaneous_amplitude(&self) -> Vec<Vec<T>>

Compute instantaneous amplitude (envelope)

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pub fn instantaneous_phase(&self) -> Vec<Vec<f64>>

Compute instantaneous phase

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pub fn instantaneous_frequency(&self) -> Vec<Vec<f64>>

Compute instantaneous frequency

Calculates the time derivative of the instantaneous phase to obtain instantaneous frequency at each point.

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pub fn detect_regime_changes(&self, threshold_std: f64) -> Vec<Vec<usize>>

Detect regime changes based on instantaneous frequency

Identifies points where instantaneous frequency changes significantly, indicating potential regime shifts.

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pub fn coherence_with(&self, other: &Self) -> Vec<Vec<T>>

Compute wavelet coherence for cross-asset analysis

Calculates the coherence between this result and another complex wavelet result for cross-asset relationship analysis.

Trait Implementations§

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impl<T: Clone> Clone for ComplexWaveletResult<T>

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fn clone(&self) -> ComplexWaveletResult<T>

Returns a duplicate 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<T: Debug> Debug for ComplexWaveletResult<T>

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<T> UnwindSafe for ComplexWaveletResult<T>
where T: UnwindSafe,

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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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

Returns the argument unchanged.

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impl<T, U> Into 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> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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