Struct SortedReferenceState 

pub struct SortedReferenceState { /* private fields */ }

Pre-sorted reference values at each time point for O(log N) rank queries.

Constructed once from a column-major reference matrix and then shared (immutably) by any number of streaming depth estimators.

Implementations

impl SortedReferenceState

pub fn from_reference(data_ori: &FdMatrix) -> Self

Build from a column-major reference matrix.

• data_ori – reference matrix of shape nori × n_points

Complexity: O(T × N log N) (parallelised over time points).

pub fn rank_at(&self, t: usize, x: f64) -> (usize, usize)

Returns (below, above) — the count of reference values strictly below and strictly above x at time point t.

Complexity: O(log N) via two binary searches.

pub fn nori(&self) -> usize

Number of reference observations.

pub fn n_points(&self) -> usize

Number of evaluation points.