Struct Cusum 

pub struct Cusum { /* private fields */ }

One-sided upper Page CUSUM detector with Welford running statistics.

ref_shift_k is the reference shift in units of the running standard deviation (the smallest sustained mean shift worth flagging), alarm_h is the alarm threshold in the same units, and startup is the number of initial observations during which alarms are suppressed while the running statistics settle.

Implementations

impl Cusum

pub fn new(ref_shift_k: f64, alarm_h: f64, startup: usize) -> Result<Self>

Build a detector; fails when ref_shift_k is negative or non-finite, alarm_h is non-positive or non-finite.

pub fn count(&self) -> usize

Number of observations consumed (non-finite inputs do not count).

pub fn mean(&self) -> f64

Running mean of the observations seen so far (0 with no data).

pub fn variance(&self) -> f64

Running sample variance (M2 / (n - 1); 0 with fewer than 2 points).

pub fn std(&self) -> f64

Running sample standard deviation.

pub fn statistic(&self) -> f64

Current CUSUM statistic S >= 0.

pub fn status(&self) -> bool

Whether the detector is currently alarmed.

Live (not latched): re-evaluated on every Cusum::update as count > startup && statistic > h * std.

pub fn update(&mut self, x: f64) -> bool

Feed one observation; returns the resulting alarm Cusum::status.

Non-finite inputs are ignored (no state change) so a corrupt sample cannot poison the running statistics.

pub fn reset(&mut self)

Drop all observations; tuning parameters are kept.

Trait Implementations

impl Clone for Cusum

fn clone(&self) -> Cusum

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Cusum

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

Formats the value using the given formatter.

impl Default for Cusum

fn default() -> Self

Canonical safeguards tuning: k = 0.5, h = 4.0, startup = 10.

impl PartialEq for Cusum

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for Cusum