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Bocpd

Struct Bocpd 

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pub struct Bocpd {
    pub expected_run_length: f64,
    pub map_drop_min: usize,
    pub mu0: f64,
    pub kappa0: f64,
    pub alpha0: f64,
    pub beta0: f64,
}

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§expected_run_length: f64

Expected run length. hazard = 1 / expected_run_length. 100 is a common default in the BOCPD literature for traces of a few hundred samples; we keep it here so the crate’s bake-off lines up with published benchmarks.

§map_drop_min: usize

Minimum drop in MAP run length that triggers a change-point. 1 would fire on every slight argmax jitter; 2 damps that without missing real regime changes.

§mu0: f64

Normal-Gamma prior hyper-parameters. Weakly informative defaults match Adams & MacKay’s Figure 3 setup.

§kappa0: f64§alpha0: f64§beta0: f64

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impl ChangePointDetector for Bocpd

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fn name(&self) -> &'static str

Short kebab-case label embedded in CSV rows.
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fn detect(&self, series: &[(f64, f64)]) -> Vec<f64>

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impl Default for Bocpd

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl Freeze for Bocpd

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impl RefUnwindSafe for Bocpd

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impl Send for Bocpd

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impl Sync for Bocpd

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impl Unpin for Bocpd

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impl UnsafeUnpin for Bocpd

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impl UnwindSafe for Bocpd

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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> 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<U> 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> Same for T

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type Output = T

Should always be Self
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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.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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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.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V