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Module streaming_depth

Module streaming_depth 

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Streaming / online depth computation for functional data.

This module decouples reference-set construction from query evaluation, enabling efficient depth computation in streaming scenarios:

  • SortedReferenceState pre-sorts reference values per time point for O(log N) rank queries.
  • StreamingMbd uses a rank-based combinatorial identity to compute Modified Band Depth in O(T log N) per query instead of O(N^2 T).
  • StreamingFraimanMuniz computes Fraiman-Muniz depth via binary search on sorted columns.
  • StreamingBd computes Band Depth with decoupled reference and early-exit optimisation.
  • RollingReference maintains a sliding window of reference curves with incremental sorted-column updates.

Re-exports§

pub use bd::FullReferenceState;
pub use bd::StreamingBd;
pub use fraiman_muniz::StreamingFraimanMuniz;
pub use mbd::StreamingMbd;
pub use rolling::RollingReference;
pub use sorted_ref::SortedReferenceState;

Modules§

bd
Streaming Band Depth (BD) estimator.
fraiman_muniz
Streaming Fraiman-Muniz depth estimator.
mbd
Streaming Modified Band Depth (MBD) estimator.
rolling
Rolling reference window with incremental sorted-column updates.
sorted_ref
Pre-sorted reference state for O(log N) rank queries.

Traits§

StreamingDepth
Trait for streaming depth estimators backed by a pre-built reference state.