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StsModel

scirs2_stats::state_space

Enum StsModel 

Source 
pub enum StsModel {
    LocalLevel {
        level_variance: f64,
        obs_variance: f64,
    },
    LocalLinearTrend {
        level_variance: f64,
        slope_variance: f64,
        obs_variance: f64,
    },
}
Expand description

Structural Time Series model variant.

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LocalLevel

Local level model: random walk + observation noise.

Fields

§level_variance: f64

Variance of the level innovation σ²_η.

§obs_variance: f64

Variance of the observation noise σ²_ε.

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LocalLinearTrend

Local linear trend model: level + slope random walk.

Fields

§level_variance: f64

Variance of level innovation σ²_η.

§slope_variance: f64

Variance of slope innovation σ²_ζ.

§obs_variance: f64

Variance of observation noise σ²_ε.

Trait Implementations§

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impl Clone for StsModel

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fn clone(&self) -> StsModel

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for StsModel

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

Formats the value using the given formatter. Read more
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impl PartialEq for StsModel

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fn eq(&self, other: &StsModel) -> bool

Tests for self and other values to be equal, and is used by ==.
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl StructuralPartialEq for StsModel

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> Downcast<T> for T

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fn downcast(&self) -> &T

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T> Instrument for T

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fn instrument(self, span: Span) -> Instrumented<Self>

Instruments this type with the provided Span, returning an Instrumented wrapper. Read more
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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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const ALIGN: usize

The alignment of pointer.
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type Init = T

The type for initializers.
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unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
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Dereferences the given pointer. Read more
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Drops the object pointed to by the given pointer. Read more
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type Output = T

Should always be Self
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fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
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fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
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type Owned = T

The resulting type after obtaining ownership.
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Performs the conversion.
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Performs the conversion.
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fn vzip(self) -> V

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