Enum CostFunction 

pub enum CostFunction {
    L2,
    Normal,
}

Cost function for evaluating segment homogeneity.

Variants

L2

Detects changes in mean only.

Segment cost: sum((y_i - y_bar)^2) where y_bar is the segment mean. Equivalent to minus log-likelihood of a normal model with known variance. One parameter per segment (mean).

Normal

Detects changes in mean and/or variance.

Segment cost: n * ln(sigma^2_MLE) where sigma^2_MLE = sum((y_i - y_bar)^2) / n. Derived from the negative log-likelihood of a normal distribution with both mean and variance estimated by MLE. Two parameters per segment (mean, variance).

Trait Implementations

impl Clone for CostFunction

fn clone(&self) -> CostFunction

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for CostFunction

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

Formats the value using the given formatter.

impl PartialEq for CostFunction

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

Tests for self and other values to be equal, and is used by ==.

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

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

impl Copy for CostFunction

impl Eq for CostFunction

impl StructuralPartialEq for CostFunction