Struct RollingRobustThreshold 

pub struct RollingRobustThreshold { /* private fields */ }

Streaming robust threshold over a fixed-size trailing window.

Implementations

impl RollingRobustThreshold

pub fn new(window_len: usize, k: f64) -> Self

window_len bars of history, k scaled-MAD multiplier for the band width.

pub fn reset(&mut self)

pub fn update(&mut self, value: f64) -> Option<RobustBand>

Feeds one value. Returns None until the window has window_len values.

Trait Implementations

impl Clone for RollingRobustThreshold

fn clone(&self) -> RollingRobustThreshold

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for RollingRobustThreshold

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

Formats the value using the given formatter.