Expand description
Streaming / online depth computation for functional data.
This module decouples reference-set construction from query evaluation, enabling efficient depth computation in streaming scenarios:
SortedReferenceStatepre-sorts reference values per time point for O(log N) rank queries.StreamingMbduses a rank-based combinatorial identity to compute Modified Band Depth in O(T log N) per query instead of O(N² T).StreamingFraimanMunizcomputes Fraiman-Muniz depth via binary search on sorted columns.StreamingBdcomputes Band Depth with decoupled reference and early-exit optimisation.RollingReferencemaintains a sliding window of reference curves with incremental sorted-column updates.
Structs§
- Full
Reference State - Full reference state that keeps per-curve values alongside sorted columns.
- Rolling
Reference - Sliding window of reference curves with incrementally maintained sorted columns.
- Sorted
Reference State - Pre-sorted reference values at each time point for O(log N) rank queries.
- Streaming
Bd - Streaming Band Depth estimator.
- Streaming
Fraiman Muniz - Streaming Fraiman-Muniz depth estimator.
- Streaming
Mbd - Rank-based Modified Band Depth estimator.
Traits§
- Streaming
Depth - Trait for streaming depth estimators backed by a pre-built reference state.