pub fn autocorrelation(values: &[f64], lag: usize) -> Option<f64>Expand description
Sample autocorrelation at lag, using the standard biased estimator
(normalised by the total sum of squares, mean-centred):
r_k = Σ_{t=k}^{n-1} (x_t − x̄)(x_{t−k} − x̄) / Σ_{t=0}^{n-1} (x_t − x̄)²r_0 is always 1.0 for non-constant data. Returns None if the slice is
empty, lag >= n, or the series is constant (zero variance → undefined).