BayesianCPD

simplebench_runtime::changepoint

Struct BayesianCPD 

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pub struct BayesianCPD { /* private fields */ }
Expand description

Bayesian Online Change Point Detection core algorithm

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impl BayesianCPD

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pub fn new(hazard_rate: f64) -> Self

Create a new Bayesian CPD detector

§Arguments
  • hazard_rate - Prior probability of change point (e.g., 0.1 = expect change every 10 runs)
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pub fn update(&mut self, value: f64, historical: &[f64]) -> f64

Update with a new observation and return change point probability

§Arguments
  • value - New observation (e.g., current benchmark mean)
  • historical - Historical observations (e.g., previous benchmark means)
§Returns

Probability that a change point occurred (0.0 to 1.0)

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