Struct autoregressive::univariate::Autoregressive[][src]

pub struct Autoregressive<F, const N: usize> where
    F: Float,
    StandardNormal: Distribution<F>, 
{ /* fields omitted */ }

Implementations

impl<F, const N: usize> Autoregressive<F, N> where
    F: Float + Sum,
    StandardNormal: Distribution<F>, 
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pub fn new(c: F, noise_variance: F, phi: &[F; N]) -> Self[src]

Create a new instance

  • c parameter
  • noise_variance Variance of the white noise (epsilon)
  • phi model parameters

pub fn step(&mut self) -> F[src]

Next value from the AR model

Trait Implementations

impl<F, const N: usize> Iterator for Autoregressive<F, N> where
    F: Float + Sum,
    StandardNormal: Distribution<F>, 
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type Item = F

The type of the elements being iterated over.

Auto Trait Implementations

impl<F, const N: usize> RefUnwindSafe for Autoregressive<F, N> where
    F: RefUnwindSafe

impl<F, const N: usize> Send for Autoregressive<F, N> where
    F: Send

impl<F, const N: usize> Sync for Autoregressive<F, N> where
    F: Sync

impl<F, const N: usize> Unpin for Autoregressive<F, N> where
    F: Unpin

impl<F, const N: usize> UnwindSafe for Autoregressive<F, N> where
    F: UnwindSafe

Blanket Implementations

impl<T> Any for T where
    T: 'static + ?Sized
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impl<T> Borrow<T> for T where
    T: ?Sized
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impl<T> BorrowMut<T> for T where
    T: ?Sized
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impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, 
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impl<I> IntoIterator for I where
    I: Iterator
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type Item = <I as Iterator>::Item

The type of the elements being iterated over.

type IntoIter = I

Which kind of iterator are we turning this into?

impl<I> IteratorRandom for I where
    I: Iterator
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impl<T, U> TryFrom<U> for T where
    U: Into<T>, 
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type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, 
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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

impl<V, T> VZip<V> for T where
    V: MultiLane<T>,