Struct ResidualInterval 

pub struct ResidualInterval { /* private fields */ }

Residual-based prediction interval estimator.

Tracks the exponentially weighted mean of absolute prediction errors and forms intervals as prediction ± k × recent_error. Does not store raw samples.

Examples

use rill_ml::diagnostics::{PredictionInterval, ResidualInterval};

let mut ri = ResidualInterval::default();
ri.observe(10.0, 11.0).unwrap();
ri.observe(10.0, 9.0).unwrap();

let interval: PredictionInterval = ri.interval(10.0).unwrap();
assert!(interval.contains(10.5));

Implementations

impl ResidualInterval

pub fn new(config: ResidualIntervalConfig) -> Result<Self, RillError>

Create a new residual interval estimator with the given configuration.

Returns an error if k is not finite or not strictly positive, or if alpha is not in (0, 1] (the latter is validated by ExponentiallyWeightedMean::new).

pub fn observe(&mut self, prediction: f64, truth: f64) -> Result<(), RillError>

Observe a prediction and its ground truth, updating the error estimate.

The absolute residual |truth - prediction| is fed to the internally tracked exponentially weighted mean. Non-finite inputs are rejected.

pub fn interval(&self, prediction: f64) -> Result<PredictionInterval, RillError>

Compute the prediction interval centred on prediction.

Returns RillError::InsufficientData if no observations have been recorded yet, and RillError::NonFiniteValue if prediction is not finite.

pub fn recent_error(&self) -> Option<f64>

Recent average absolute error, or None if no observations recorded.

pub fn samples_seen(&self) -> u64

Number of observations recorded so far.

pub fn reset(&mut self)

Reset the estimator to its initial state.

Trait Implementations

impl Clone for ResidualInterval

fn clone(&self) -> ResidualInterval

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ResidualInterval

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

Formats the value using the given formatter.

impl Default for ResidualInterval

fn default() -> Self

Returns the “default value” for a type.