Cusum

@Serializable

@SerialName(value = "Cusum")

data class Cusum(val target: Double = 0.0, val referenceValue: Double = 0.5, val threshold: Double = 5.0) : SeriesStatSpec<CusumResult> (source)

Spec for CusumStat: two-sided cumulative-sum change-point detector.

Constructors

constructor(target: Double = 0.0, referenceValue: Double = 0.5, threshold: Double = 5.0)(source)

Reference value (allowance) absorbing in-control variation.

In-control target value to compare each input against.

Decision threshold for either side.