Struct CusumDetector 

pub struct CusumDetector { /* private fields */ }

Two-sided CUSUM (Cumulative Sum) change-point detector.

Tracks cumulative deviations from a reference level. When the cumulative sum exceeds a threshold h, a change-point alarm is raised.

Algorithm

For each observation x_t: S_t^+ = max(0, S_{t-1}^+ + x_t - mu_0 - delta) (upward shift) S_t^- = max(0, S_{t-1}^- - x_t + mu_0 - delta) (downward shift)

Alarm when S_t^+ > h OR S_t^- > h.

Parameters

• mu_0: Reference level (estimated from burn-in or provided)
• delta: Allowance parameter (minimum shift to detect). Controls sensitivity.
• h: Decision threshold. Higher h = fewer false alarms, slower detection.

Usage in RL

Feed the detector with a streaming signal (e.g., episode rewards, TD errors, policy loss). When it fires, the environment dynamics or reward function have likely shifted, triggering policy adaptation.

Implementations

impl CusumDetector

pub fn new(mu_0: f64, delta: f64, h: f64) -> Self

Create a CUSUM detector with a known reference level.

Parameters

• mu_0: Expected mean of the signal under the null (no-change) hypothesis
• delta: Minimum detectable shift (sensitivity). Typical: 0.5 * expected_shift
• h: Detection threshold. Typical: 4-8 for moderate false alarm rates

pub fn with_burnin(burnin: u64, delta: f64, h: f64) -> Self

Create a CUSUM detector that estimates mu_0 from the first burnin samples.

During the burn-in period, no alarms will fire. After burn-in, mu_0 is set to the mean of the observed samples and detection begins.

pub fn update(&mut self, value: f64) -> bool

Feed one observation. Returns true if a change-point alarm fires.

pub fn batch_update(&mut self, values: &[f64]) -> Option<usize>

Feed a batch of observations. Returns the index of the first alarm (if any).

pub fn reset(&mut self)

Reset the CUSUM statistics without changing parameters.

Call this after handling an alarm to begin detecting the next change-point. If burn-in was used, pass the new reference level explicitly, or call reset_with_burnin() to re-estimate from scratch.

pub fn reset_with_burnin(&mut self)

Reset and re-estimate mu_0 from the next burnin samples.

pub fn set_mu(&mut self, mu_0: f64)

Set a new reference level manually (e.g., after adaptation).

pub fn s_pos(&self) -> f64

Current upward CUSUM statistic.

pub fn s_neg(&self) -> f64

Current downward CUSUM statistic.

pub fn mu_0(&self) -> f64

Reference level.

pub fn count(&self) -> u64

Total observations processed.

pub fn alarm_count(&self) -> u64

Total alarms fired.

pub fn is_ready(&self) -> bool

Whether burn-in is complete.

Trait Implementations

impl Clone for CusumDetector

fn clone(&self) -> CusumDetector

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CusumDetector

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.