Struct PageHinkleyTest 

pub struct PageHinkleyTest<A: Float + Send + Sync> { /* private fields */ }

Page-Hinkley test.

Accumulates the centred, slack-adjusted deviations of the stream from its own running mean and reports how far the cumulative sum has moved away from its running extremum:

x̄_t  = running mean of all observations
m⁺_t = Σ (x_t - x̄_t - δ)      M⁺_t = min m⁺      PH⁺ = m⁺_t - M⁺_t
m⁻_t = Σ (x̄_t - x_t - δ)      M⁻_t = min m⁻      PH⁻ = m⁻_t - M⁻_t

Drift is signalled when max(PH⁺, PH⁻) > λ. Tracking both directions makes the detector symmetric, so a downward shift is caught as well as an upward one. The running mean is genuinely running: there is no hard-coded baseline.

Implementations

impl<A: Float + Send + Sync> PageHinkleyTest<A>

pub fn new(sensitivity: f64, significance_level: f64) -> Result<Self, String>

Creates a Page-Hinkley detector. sensitivity becomes the slack delta (expressed in units of the stream’s own running standard deviation) and also sets the detection threshold lambda.

Trait Implementations

impl<A: Float + Default + Clone + Send + Sync + Sum> StatisticalTest<A> for PageHinkleyTest<A>

fn test_for_drift( &mut self, _reference: &[A], current: &[A], ) -> Result<DriftTestResult<A>, String>

Performs the statistical test for drift

fn update_parameters(&mut self, performance_feedback: A) -> Result<(), String>

Updates test parameters based on historical performance

fn reset(&mut self)

Resets the test state