Function RollingCorr

RollingCorr(windowSize?: number, startPolicy?: string): ScreamerOp
Rolling Pearson correlation of two parallel streams.
Parameters
- windowSize: number = 20
  Window length.
- startPolicy: string = "strict"
  Warmup behaviour.
Returns ScreamerOp

See
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
- Defined in generated/ops.ts:1871