Struct Tail 

pub struct Tail { /* private fields */ }

Structure that embeds GPD parameters (GPD tail actually)

Serialization

When the serde feature is enabled, this struct can be serialized and deserialized. This allows saving and restoring the GPD tail model parameters.

Implementations

impl Tail

pub fn new(size: usize) -> SpotResult<Self>

Initialize a new Tail structure with the given size

pub fn push(&mut self, x: f64)

Add a new data point into the tail

pub fn fit(&mut self) -> f64

Fit the GPD parameters using the available estimators Returns the log-likelihood of the best fit

pub fn probability(&self, s: f64, d: f64) -> f64

Compute the probability P(X > z) = p given the tail threshold difference d = z - t

pub fn quantile(&self, s: f64, q: f64) -> f64

Compute the extreme quantile for given probability q s is the ratio Nt/n (an estimator of P(X>t) = 1-F(t)) q is the desired low probability

pub fn gamma(&self) -> f64

Get the current gamma parameter

pub fn sigma(&self) -> f64

Get the current sigma parameter

pub fn size(&self) -> usize

Get the current size of the tail data

pub fn peaks(&self) -> &Peaks

Get access to the underlying peaks structure

Trait Implementations

impl Clone for Tail

fn clone(&self) -> Tail

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Tail

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Tail

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Tail

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.