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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(N² 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.

Structs§

FullReferenceState
Full reference state that keeps per-curve values alongside sorted columns.
RollingReference
Sliding window of reference curves with incrementally maintained sorted columns.
SortedReferenceState
Pre-sorted reference values at each time point for O(log N) rank queries.
StreamingBd
Streaming Band Depth estimator.
StreamingFraimanMuniz
Streaming Fraiman-Muniz depth estimator.
StreamingMbd
Rank-based Modified Band Depth estimator.

Traits§

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