Struct FirstPassage 

pub struct FirstPassage {
    pub threshold: f64,
    pub probability: f64,
    pub quantiles: Vec<(f64, Option<f64>)>,
    pub paths: usize,
}

When the forecast total first reaches a level: over simulated futures of the fitted model (SesResult::first_passage and the same method of the other additive smoothers).

Fields

threshold: f64

The level the total over steps 1, 2, … reaches: from below when positive, from above when negative.

probability: f64

Share of the simulated futures whose total reaches it within the horizon.

quantiles: Vec<(f64, Option<f64>)>

(q, time) for each quantile asked: the time, in steps after the last observation, by which a share q of the futures has reached the level – interpolated within the step it is reached in (the total is taken to grow evenly through a step). None when fewer than that share reach it within the horizon.

paths: usize

The number of futures simulated.

Trait Implementations

impl Clone for FirstPassage

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FirstPassage

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

Formats the value using the given formatter.

impl PartialEq for FirstPassage

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

Equality operator ==.

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

Inequality operator !=.

impl StructuralPartialEq for FirstPassage