Struct RobustBand 

pub struct RobustBand {
    pub median: f64,
    pub mad: f64,
    pub upper: f64,
    pub lower: f64,
}

A robust rolling threshold band: median +/- k scaled median absolute deviations (MAD), rather than mean +/- k*stddev, so a handful of outlier bars in the window do not blow out the band the way a plain stddev-based threshold would.

Fields

median: f64

mad: f64

upper: f64

lower: f64

Implementations

impl RobustBand

pub fn contains(&self, value: f64) -> bool

Trait Implementations

impl Clone for RobustBand

fn clone(&self) -> RobustBand

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for RobustBand

impl Debug for RobustBand

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

Formats the value using the given formatter.

impl PartialEq for RobustBand

fn eq(&self, other: &RobustBand) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for RobustBand