Struct StreamingPhiEstimator 

pub struct StreamingPhiEstimator { /* private fields */ }

Online Φ estimator with empirical TPM and sliding window.

Implementations

impl StreamingPhiEstimator

pub fn new(n: usize) -> Self

Create a new streaming estimator for a system with n states.

pub fn with_forgetting_factor(self, lambda: f64) -> Self

Configure forgetting factor (0 < λ ≤ 1). Lower = faster forgetting.

pub fn with_ewma_alpha(self, alpha: f64) -> Self

Configure EWMA smoothing factor (0 < α ≤ 1). Higher = more responsive.

pub fn with_cusum_threshold(self, threshold: f64) -> Self

Configure change-point detection threshold.

pub fn observe<E: PhiEngine>( &mut self, state: usize, engine: &E, budget: &ComputeBudget, ) -> Option<StreamingPhiResult>

Observe a new state in the time series.

Updates the empirical TPM and returns updated Φ estimate if enough data has been accumulated.

pub fn num_transitions(&self) -> usize

Current number of observed transitions.

pub fn reset(&mut self)

Reset all state.