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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/statistics/beta/Beta.md
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@@ -41,6 +41,21 @@ This formula is mathematically equivalent to the covariance/variance definition
## Performance Profile
### Operation Count (Streaming Mode)
Beta uses running sums of returns (Welford-style) for O(1) covariance/variance update.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Ring buffer add/evict (2 inputs) | 2 | 3 cy | ~6 cy |
| Compute asset + market returns | 2 | 3 cy | ~6 cy |
| Update 4 running sums (Ra, Rm, Ra*Rm, Rm^2) | 4 | 2 cy | ~8 cy |
| Compute covariance / variance | 2 | 5 cy | ~10 cy |
| NaN guard (zero variance) | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~32 cy** |
O(1) per update. Dual-input constraint prevents SIMD batch optimization; sequential return computation enforces ordering.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 15 ns/bar | Single-pass O(1) calculation. |