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ProfileMonitorConfig

Struct ProfileMonitorConfig 

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pub struct ProfileMonitorConfig {
    pub fosr_lambda: f64,
    pub ncomp: usize,
    pub alpha: f64,
    pub window_size: usize,
    pub step_size: usize,
}
Expand description

Configuration for profile monitoring.

§Parameter guidance

  • window_size: Must be >= p + 2 where p is the number of predictors. Larger windows give more stable beta(t) estimates but reduce temporal resolution. Typical: 20–50 for slowly varying processes. Recommended window_size is 5p to 10p where p is the number of predictors, to ensure stable FOSR estimation within each window (the design matrix X^T X has condition number roughly proportional to window_size / p).
  • step_size: Controls window overlap. step_size = window_size gives no overlap (independent windows); step_size = 1 gives maximum overlap (smoothest tracking but highest autocorrelation). Typical: window_size/2 or window_size/4.

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§fosr_lambda: f64

FOSR smoothing parameter (default 1e-4).

§ncomp: usize

Number of principal components for beta-function FPCA (default 3). Typically 2–5 suffices since coefficient functions are smoother than raw data. Use select_ncomp() on the beta eigenvalues for data-driven selection.

§alpha: f64

Significance level (default 0.05).

§window_size: usize

Window size for rolling FOSR (default 20).

§step_size: usize

Step size between windows (default 1).

Trait Implementations§

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impl Clone for ProfileMonitorConfig

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fn clone(&self) -> ProfileMonitorConfig

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for ProfileMonitorConfig

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

Formats the value using the given formatter. Read more
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impl Default for ProfileMonitorConfig

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl PartialEq for ProfileMonitorConfig

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

Tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

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

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