spectral_assessment

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Analyze shared correlation structure and rolling concentration in a caller-defined comparable panel. Use for research on shared movements across at least two series; choose market_assessment for individual move/freshness review, or dyson_reference for a wholly synthetic illustration. Prices become log returns, returns stay returns, other kinds become first differences. Both interval endpoints must align; no interpolation or silent removal of rejected series occurs. Default windows need 60 aligned intervals (at least 61 original readings per series), and window_points must exceed the series count. Returns status, reasons, source/coverage records, alignment, windows, latest and dynamics. Assessed windows contain dimensionless correlation/eigenvalues, leading_variance_share (fraction), effective_rank, iid reference edges and an experimental shrinkage candidate. Stale, restricted, gapped or constant panels can return insufficient_visibility; invalid ids/timestamps are errors. Reference outliers are review candidates, not certified factors, significance, alpha or a covariance forecast.