Struct HMMGAS 

pub struct HMMGAS {
    pub p11_params: [f64; 3],
    pub p22_params: [f64; 3],
    pub means: [f64; 2],
    pub stds: [f64; 2],
    /* private fields */
}

A 2-state Hidden Markov Model with Score-Driven Transitions.

Fields

p11_params: [f64; 3]

Parameters for p11 logit: [omega, alpha, phi]

p22_params: [f64; 3]

Parameters for p22 logit: [omega, alpha, phi]

means: [f64; 2]

stds: [f64; 2]

Implementations

impl HMMGAS

pub fn new( p11_params: [f64; 3], p22_params: [f64; 3], means: [f64; 2], stds: [f64; 2], ) -> Self

Trait Implementations

impl Clone for HMMGAS

fn clone(&self) -> HMMGAS

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for HMMGAS

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for HMMGAS

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Next<f64> for HMMGAS

type Output = MarketRegime

fn next(&mut self, x: f64) -> Self::Output

Process the next input and return the updated output.

fn next_batch(&mut self, inputs: &[Input]) -> Vec<Self::Output>

where Input: Copy,

Process a batch of inputs eagerly. This allows implementations to override with vectorized logic, while falling back to scalar processing by default.

impl Serialize for HMMGAS

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

where __S: Serializer,

Serialize this value into the given Serde serializer.