Struct Pelt 

pub struct Pelt {
    pub penalty_k: f64,
    pub min_seg_len: usize,
}

Fields

penalty_k: f64

BIC penalty coefficient. The BIC default is β = k · ln(n) · σ² with k = 1; we compute σ² from the input series’ variance so the penalty adapts to scale.

min_seg_len: usize

Minimum segment length. Killick recommends ≥ 2; 5 damps noise for small series.

Trait Implementations

impl ChangePointDetector for Pelt

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

Short kebab-case label embedded in CSV rows.

fn detect(&self, series: &[(f64, f64)]) -> Vec<f64>

impl Default for Pelt

fn default() -> Self

Returns the “default value” for a type.