Struct GpdPrior 

pub struct GpdPrior {
    pub shape_mean: f64,
    pub shape_variance: f64,
    pub log_scale_mean: f64,
    pub log_scale_variance: f64,
}

Prior distribution for Bayesian GPD parameter estimation.

Fields

shape_mean: f64

Prior mean for shape parameter.

shape_variance: f64

Prior variance for shape parameter.

log_scale_mean: f64

Prior mean for log(scale).

log_scale_variance: f64

Prior variance for log(scale).

Implementations

impl GpdPrior

pub fn heavy_tailed() -> Self

Create a prior for heavy-tailed data (e.g., p99.9 latency).

pub fn light_tailed() -> Self

Create a prior for light-tailed data (e.g., low-variance latency).

Trait Implementations

impl Clone for GpdPrior

fn clone(&self) -> GpdPrior

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for GpdPrior

impl Debug for GpdPrior

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

Formats the value using the given formatter.

impl Default for GpdPrior

fn default() -> Self

Returns the “default value” for a type.

impl PartialEq for GpdPrior

fn eq(&self, other: &GpdPrior) -> 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 GpdPrior