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RollingReference

Struct RollingReference 

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

Sliding window of reference curves with incrementally maintained sorted columns.

When a new curve is pushed and the window is at capacity, the oldest curve is evicted. For each time point the old value is removed (binary-search + Vec::remove) and the new value is inserted (binary-search + Vec::insert).

Complexity per push: O(T × N) due to element shifting in the sorted vectors.

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impl RollingReference

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pub fn new(capacity: usize, n_points: usize) -> Self

Create an empty rolling window.

  • capacity – maximum number of curves in the window (must be ≥ 1).
  • n_points – number of evaluation points per curve.
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pub fn push(&mut self, curve: &[f64]) -> Option<Vec<f64>>

Push a new curve into the window.

If the window is at capacity, the oldest curve is evicted and returned. For each time point, the sorted column is updated incrementally.

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pub fn snapshot(&self) -> SortedReferenceState

Take a snapshot of the current sorted reference state.

This clones the sorted columns. For repeated queries, prefer mbd_one which queries the window directly.

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pub fn mbd_one(&self, curve: &[f64]) -> f64

Compute rank-based MBD for a single curve directly against the current window.

Avoids the overhead of cloning sorted columns into a snapshot.

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pub fn len(&self) -> usize

Number of curves currently in the window.

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pub fn is_empty(&self) -> bool

Whether the window is empty.

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pub fn capacity(&self) -> usize

Maximum capacity of the window.

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