Struct GaussianPrediction

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pub struct GaussianPrediction {
    pub mu: f64,
    pub sigma: f64,
    pub log_sigma: f64,
    pub honest_sigma: f64,
}

Available on crate feature alloc only.

Expand description

Prediction from a distributional model: full Gaussian N(μ, σ²).

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§mu: f64

Location parameter (mean).

§sigma: f64

Scale parameter (standard deviation, always > 0).

§log_sigma: f64

Log of scale parameter (raw model output for scale ensemble).

§honest_sigma: f64

Tree contribution variance (epistemic uncertainty).

Standard deviation of individual location-tree contributions, computed via one-pass Welford variance with Bessel’s correction. Reacts instantly when trees disagree (no EWMA lag), making it superior to empirical sigma for regime-change detection.

Zero when the model has 0 or 1 active location trees.

Implementations§

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impl GaussianPrediction

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pub fn lower(&self, z: f64) -> f64

Lower bound of a symmetric confidence interval.

For 95% CI, use z = 1.96.

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pub fn upper(&self, z: f64) -> f64

Upper bound of a symmetric confidence interval.

Trait Implementations§

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impl Clone for GaussianPrediction

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fn clone(&self) -> GaussianPrediction

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more

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impl Debug for GaussianPrediction

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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 Copy for GaussianPrediction

Auto Trait Implementations§

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impl UnwindSafe for GaussianPrediction

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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