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normalize_cv

Function normalize_cv 

Source
pub fn normalize_cv(cv: f64) -> f64
Expand description

Normalize coefficient of variation (CV) to [0, 1] using logistic sigmoid.

CV = std / mean of epoch intervals. This ratio is naturally unbounded and heavy-tailed in practice.

The sigmoid is centered at CV=0.5 (moderate regularity) because:

  • CV=0 means perfectly regular intervals
  • CV=0.5 is typical for many stochastic processes
  • CV=1 means std equals mean (high irregularity)
  • CV>1 is very irregular (common in financial data)

Special handling: NaN (no epochs) maps to ~0.12, making it distinguishable from real CV values.

§Arguments

  • cv - Coefficient of variation of epoch intervals (std/mean)

§Returns

Normalized value in (0, 1)