Struct PageHinkleyDetector

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pub struct PageHinkleyDetector { /* private fields */ }

Expand description

Page-Hinkley change-point detector (one-sided, detects increases).

Simpler alternative to CUSUM. Tracks the cumulative deviation from the running mean and alarms when it exceeds a threshold.

§Algorithm

m_t = sum_{i=1}^t (x_i - mean_t - delta) M_t = min_{1<=i<=t} m_i Alarm when m_t - M_t > lambda

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impl PageHinkleyDetector

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

Create a Page-Hinkley detector.

§Parameters

delta: Allowance parameter (tolerance for drift)
lambda: Detection threshold

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

Feed one observation. Returns true if alarm fires.

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pub fn reset(&mut self)

Reset detector state.

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pub fn count(&self) -> u64

Total observations processed.

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pub fn alarm_count(&self) -> u64

Total alarms fired.

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impl Clone for PageHinkleyDetector

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fn clone(&self) -> PageHinkleyDetector

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for PageHinkleyDetector

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for PageHinkleyDetector

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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