Struct KalmanResult 

pub struct KalmanResult {
    pub level: Series,
    pub slope: Series,
    pub innovation_variance: Series,
    pub kalman_gain: Series,
    pub normalized_innovation: Series,
}

Kalman filter result containing all five output series.

Fields

level: Series

Filtered price level.

slope: Series

Trend direction and strength.

innovation_variance: Series

Prediction error variance — low = trending, high = choppy.

kalman_gain: Series

Adaptation speed (level component of Kalman gain, bounded [0, 1]).

normalized_innovation: Series

Innovation divided by sqrt(innovation_variance) — regime separation signal.

Implementations

impl KalmanResult

pub fn len(&self) -> usize

Number of output values (post-warmup).

pub fn is_empty(&self) -> bool

Whether the result is empty.

Trait Implementations

impl Clone for KalmanResult

fn clone(&self) -> KalmanResult

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for KalmanResult

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

Formats the value using the given formatter.

impl PartialEq for KalmanResult

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Eq for KalmanResult

impl StructuralPartialEq for KalmanResult