Struct MartingaleDifferenceTest 

pub struct MartingaleDifferenceTest {
    pub diffs: Vec<f64>,
}

Martingale difference sequence checker.

Fields

diffs: Vec<f64>

Implementations

impl MartingaleDifferenceTest

pub fn new(series: &[f64]) -> Self

pub fn mean_diff(&self) -> f64

Sample mean of differences (should be ~0 for MDS).

pub fn var_diff(&self) -> f64

Sample variance of differences.

pub fn t_statistic(&self) -> f64

Test statistic: t = mean / (se) ~ N(0,1) under null.

Trait Implementations

impl Clone for MartingaleDifferenceTest

fn clone(&self) -> MartingaleDifferenceTest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MartingaleDifferenceTest

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

Formats the value using the given formatter.