bayesian_change_point_probability

simplebench_runtime::changepoint

Function bayesian_change_point_probability 

Source 
pub fn bayesian_change_point_probability(
    new_value: f64,
    historical: &[f64],
    hazard_rate: f64,
) -> f64
Expand description

Simplified API: calculate change point probability for a new value

This is a convenience function that creates a new BayesianCPD instance and calculates the change point probability in a single call.

§Arguments

  • new_value - Current observation (e.g., current benchmark mean)
  • historical - Historical observations (e.g., previous benchmark means)
  • hazard_rate - Prior probability of change point

§Returns

Probability that a change point occurred (0.0 to 1.0)