kumulant

PageHinkley

@Serializable
@SerialName(value = "PageHinkley")
data class PageHinkley(val delta: Double = 0.005, val threshold: Double = 50.0) : SeriesStatSpec<PageHinkleyResult> (source)

Spec for PageHinkleyStat: Page-Hinkley change-point detector.

Constructors

PageHinkley

constructor(delta: Double = 0.005, threshold: Double = 50.0)(source)

Properties

delta

Tolerance absorbing in-control fluctuation.

threshold

Alarm threshold for either drift.