Struct EwmaConfig 

pub struct EwmaConfig {
    pub lambda: f64,
    pub ncomp: usize,
    pub alpha: f64,
    pub exact_covariance: bool,
}

Configuration for EWMA monitoring.

Fields

lambda: f64

EWMA smoothing parameter in (0, 1] (default 0.2). lambda = 1 gives raw scores (no smoothing).

lambda controls the trade-off between sensitivity and robustness. Small lambda (0.05–0.1) detects persistent small shifts; large lambda (0.3–0.5) detects sudden large shifts. lambda = 0.2 is a common default balancing both. For ARL_0 ~ 370, typical (lambda, L) pairs: (0.05, 2.615), (0.10, 2.814), (0.20, 2.962), (0.50, 3.071). See Lucas & Saccucci (1990), Table 3.

ncomp: usize

Number of principal components (default 5).

alpha: f64

Significance level (default 0.05).

exact_covariance: bool

Use exact time-dependent covariance correction (default false). When true, the T² statistic accounts for the EWMA startup transient where variance grows from 0 to the asymptotic value (Lowry et al., 1992). This prevents inflated T² values at early time steps.

Recommended true for sequential monitoring with n < 50 observations. For large Phase II batches, the asymptotic approximation (false) is adequate and slightly faster.

Trait Implementations

impl Clone for EwmaConfig

fn clone(&self) -> EwmaConfig

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for EwmaConfig

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for EwmaConfig

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for EwmaConfig

fn eq(&self, other: &EwmaConfig) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for EwmaConfig