This crate provides lag_matrix
and related functions to create time-lagged
versions of time series.
```rust use timelag::lag_matrix;
fn it_works() { let data = [1.0, 2.0, 3.0, 4.0];
// Using infinity for padding because NaN doesn't equal itself.
let lag = f64::INFINITY;
let padding = f64::INFINITY;
let direct = lag_matrix(&data, 3, lag, 5).unwrap();
assert_eq!(
direct,
&[
1.0, 2.0, 3.0, 4.0, padding, // original data
lag, 1.0, 2.0, 3.0, padding, // first lag
lag, lag, 1.0, 2.0, padding, // second lag
lag, lag, lag, 1.0, padding, // third lag
]
);
} ```