kumulant

QuantileFilter

@Serializable
@SerialName(value = "QuantileFilter")
data class QuantileFilter(val probability: Double = 0.99, val relativeError: Double = 0.01) : SeriesStatSpec<QuantileFilterResult> (source)

Spec for QuantileFilterStat: DDSketch-backed quantile-threshold anomaly detector.

Constructors

QuantileFilter

constructor(probability: Double = 0.99, relativeError: Double = 0.01)(source)

Properties

probability

Probability in (0, 1) at which the threshold is evaluated.

relativeError

Relative-error guarantee passed to the underlying DDSketch.