Struct AlphaInvestor 

pub struct AlphaInvestor { /* private fields */ }

Alpha-Investing controller for sequential FDR control.

Maintains a wealth process that gates alert significance decisions. Each call to test either rejects (discovery) or fails to reject, updating the wealth accordingly.

Implementations

impl AlphaInvestor

pub fn new(config: AlphaInvestingConfig) -> Self

Create a new investor with the given configuration.

pub fn with_defaults() -> Self

Create an investor with default configuration.

pub fn wealth(&self) -> f64

Current wealth (remaining significance budget).

pub fn tests_run(&self) -> usize

Number of hypotheses tested.

pub fn discoveries(&self) -> usize

Number of discoveries (rejected hypotheses).

pub fn discovery_rate(&self) -> f64

Empirical false discovery proportion: discoveries / tests_run. Returns 0.0 if no tests have been run.

pub fn test(&mut self, p_value: f64) -> TestOutcome

Test a hypothesis with the given p-value.

The procedure invests investment_fraction * wealth as the alpha level for this test. If p_value ≤ alpha, the hypothesis is rejected (discovery) and wealth is replenished by reward_fraction * alpha.

Returns the outcome and updates internal state.

pub fn test_with_investment( &mut self, p_value: f64, custom_alpha: Option<f64>, ) -> TestOutcome

Test with a custom investment amount (overrides investment_fraction).

custom_alpha is clamped to [0, current_wealth].

pub fn test_batch(&mut self, p_values: &[f64]) -> Vec<TestOutcome>

Batch-test multiple hypotheses, returning outcomes for each.

P-values are tested in the order given. The wealth evolves sequentially, so ordering matters.

pub fn reset(&mut self)

Reset the investor to its initial state.

pub fn history(&self) -> &[TestRecord]

Access the test history.

pub fn drain_history(&mut self) -> Vec<TestRecord>

Drain the test history (returns ownership, clears internal log).

Trait Implementations

impl Clone for AlphaInvestor

fn clone(&self) -> AlphaInvestor

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AlphaInvestor

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

Formats the value using the given formatter.