pub struct PredictionIntervals {
pub points: Array1<f64>,
pub lower: Array1<f64>,
pub upper: Array1<f64>,
pub level: f64,
pub method: IntervalMethod,
}Expand description
Prediction intervals for multiple forecasts
Fields§
§points: Array1<f64>Point forecasts
lower: Array1<f64>Lower bounds
upper: Array1<f64>Upper bounds
level: f64Confidence level
method: IntervalMethodMethod used
Implementations§
Source§impl PredictionIntervals
impl PredictionIntervals
Sourcepub fn normal(points: &Array1<f64>, std_dev: f64, level: f64) -> Self
pub fn normal(points: &Array1<f64>, std_dev: f64, level: f64) -> Self
Create normal approximation intervals
Sourcepub fn empirical(
points: &Array1<f64>,
residuals: &Array1<f64>,
level: f64,
) -> Self
pub fn empirical( points: &Array1<f64>, residuals: &Array1<f64>, level: f64, ) -> Self
Create intervals from empirical residuals
Sourcepub fn bootstrap(
points: &Array1<f64>,
residuals: &Array1<f64>,
level: f64,
n_bootstrap: usize,
) -> Self
pub fn bootstrap( points: &Array1<f64>, residuals: &Array1<f64>, level: f64, n_bootstrap: usize, ) -> Self
Create bootstrapped intervals
Sourcepub fn coverage(&self, actual: &Array1<f64>) -> f64
pub fn coverage(&self, actual: &Array1<f64>) -> f64
Check coverage (proportion of actual values within intervals)
Sourcepub fn average_width(&self) -> f64
pub fn average_width(&self) -> f64
Average interval width
Trait Implementations§
Source§impl Clone for PredictionIntervals
impl Clone for PredictionIntervals
Source§fn clone(&self) -> PredictionIntervals
fn clone(&self) -> PredictionIntervals
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source. Read moreAuto Trait Implementations§
impl Freeze for PredictionIntervals
impl RefUnwindSafe for PredictionIntervals
impl Send for PredictionIntervals
impl Sync for PredictionIntervals
impl Unpin for PredictionIntervals
impl UnsafeUnpin for PredictionIntervals
impl UnwindSafe for PredictionIntervals
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Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
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fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
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impl<T> CloneToUninit for Twhere
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T: ?Sized,
impl<T> DistributionExt for Twhere
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Converts
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impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
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The inverse inclusion map: attempts to construct
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Checks if
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fn from_subset(element: &SS) -> SP
The inclusion map: converts
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