Struct PageHinkley 

pub struct PageHinkley { /* private fields */ }

Page-Hinkley sequential change detector.

Detects sustained mean shifts in a scalar stream. See the module documentation for the algorithm.

Examples

use rill_ml::drift::{DriftDetector, DriftLevel, PageHinkley};

let mut ph = PageHinkley::default();

// Stable stream: no drift.
for _ in 0..200 {
    ph.update(0.0).unwrap();
}
assert_eq!(ph.level(), DriftLevel::None);

// Sudden shift.
for _ in 0..100 {
    ph.update(5.0).unwrap();
}
assert!(ph.detected());

Implementations

impl PageHinkley

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

Create a new Page-Hinkley detector with the given configuration.

Returns an error if:

• threshold is not finite or not strictly positive.
• warning_threshold is negative or greater than threshold.
• alpha is not in (0, 1].
• delta is not finite or is negative.
• min_samples is zero.

pub const fn mean(&self) -> f64

The current running mean of the observed stream.

pub const fn cum_sum(&self) -> f64

The current cumulative sum S_t.

pub const fn ph_statistic(&self) -> f64

The current test statistic PH_t = S_t − min(S).

pub const fn config(&self) -> &PageHinkleyConfig

The configuration of this detector.

pub fn export_state_v1(&self) -> PageHinkleyPortableStateV1

Export the stable portable state without exposing the detector’s Preview internal serde layout.

pub fn restore_state_v1( config: PageHinkleyConfig, state: PageHinkleyPortableStateV1, ) -> Result<Self, RillError>

Restore from a validated portable state.

The supplied configuration must exactly match the configuration stored in the state, preventing accidental continuation under new semantics.

Trait Implementations

impl Clone for PageHinkley

fn clone(&self) -> PageHinkley

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for PageHinkley

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

Formats the value using the given formatter.

impl Default for PageHinkley

fn default() -> Self

Returns the “default value” for a type.

impl DriftDetector for PageHinkley

fn update(&mut self, value: f64) -> Result<DriftLevel, RillError>

Update the detector with a new scalar observation.

fn detected(&self) -> bool

Returns true if the detector currently reports a confirmed drift.

fn warning(&self) -> bool

Returns true if the detector currently reports a warning.

fn level(&self) -> DriftLevel

The current drift level.

fn samples_seen(&self) -> u64

Number of observations incorporated so far.

fn reset(&mut self)

Reset the detector to its initial (no-data) state.

fn last_value(&self) -> f64

The detector-specific statistic value from the last update.