pub fn power_memory(n: usize) -> usizeExpand description
Power-law growing memory p_n = floor(n^0.4), clamped to [2, n/4] —
the Fine–Hwang-style window. Satisfies p_n²/n → 0 (Hwang) but not
p_n³/n → 0 (Berk 1974 / Lewis–Reinsel 1985 uniform results). It was the
package default until the benchmark showed the poly-log window dominating
it (notably on seasonal AR, where n^0.4 < 12 until n ≈ 800); the
default is now polylog_memory(n, 2.0) via
crate::Statistic::default_memory. Kept as an option and for the
benchmark.
Examples found in repository?
examples/review_check.rs (line 60)
18fn main() {
19 let mut r = Rng(3);
20 let wn: Vec<f64> = (0..2000).map(|_| r.n()).collect();
21 let shifted: Vec<f64> = wn.iter().map(|v| v + 50.0).collect();
22 for (name, x) in [("ruido branco", &wn), ("ruido branco + 50", &shifted)] {
23 for s in [
24 Statistic::Pacf,
25 Statistic::LongArOls,
26 Statistic::LongArYw,
27 Statistic::AcfBartlett,
28 ] {
29 let f = fh_order(
30 x,
31 FhConfig {
32 statistic: s,
33 ..Default::default()
34 },
35 )
36 .unwrap();
37 println!("{name:18} {:14} -> ordem {}", s.name(), f.order);
38 }
39 }
40 let f = fh_order(
41 &wn,
42 FhConfig {
43 threshold: Threshold::BicLike { c: -1.0 },
44 ..Default::default()
45 },
46 )
47 .unwrap();
48 println!("c=-1: ordem {} tau {}", f.order, f.tau);
49 let f = fh_order(
50 &wn,
51 FhConfig {
52 threshold: Threshold::Fixed(-5.0),
53 ..Default::default()
54 },
55 )
56 .unwrap();
57 println!("fixed(-5): ordem {} tau {}", f.order, f.tau);
58 // Hwang condition p_n/(n eta^2) with eta = tau/sqrt(n)
59 for n in [100usize, 1000, 10000, 100000] {
60 let p = power_memory(n);
61 let tau = Threshold::default().value(n, p);
62 println!(
63 "n={n} p_n={p} tau={tau:.2} p_n/(n eta^2)=p_n/tau^2={:.2}",
64 p as f64 / (tau * tau)
65 );
66 }
67}