Cargo Features

stochastic-rs has no features set by default.

[dependencies]
stochastic-rs = { version = "0.13.3", features = ["ai", "cuda", "jemalloc", "malliavin", "mimalloc", "yahoo"] }
ai

Enables candle-core =0.8.1, candle-datasets =0.8.1, candle-nn =0.8.1, and polars ^0.43.1

Affects stochastic-rs::ai

cuda

Enables cudarc ^0.13.9 and libloading

Affects stochastic::Sampling.sample_cuda, stochastic::Sampling.set_cuda, stochastic::Sampling2D.set_cuda

jemalloc

Enables tikv-jemallocator

malliavin

Affects gbm::GBM.calculate_malliavin, fbm::FBM.calculate_malliavin, heston::Heston.calculate_malliavin, sabr::SABR.calculate_malliavin, stochastic::malliavin, stochastic::Sampling.malliavin, stochastic::SamplingVector.malliavin, stochastic::Sampling2D.malliavin

mimalloc

Enables mimalloc

yahoo

Enables polars ^0.43.1, time, and yahoo_finance_api ^2.3.0

Affects quant::yahoo