com.eignex.kumulant/schema/spec/Cusum

Cusum

@Serializable

@SerialName(value = "Cusum")

data class Cusum(val target: Double = StatDefaults.CUSUM_TARGET, val referenceValue: Double = StatDefaults.CUSUM_REFERENCE_VALUE, val threshold: Double = StatDefaults.CUSUM_THRESHOLD) : SeriesStatSpec<CusumResult> (source)

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

Constructors

Cusum

constructor(target: Double = StatDefaults.CUSUM_TARGET, referenceValue: Double = StatDefaults.CUSUM_REFERENCE_VALUE, threshold: Double = StatDefaults.CUSUM_THRESHOLD)(source)

Properties

referenceValue

val referenceValue: Double(source)

Reference value (allowance) absorbing in-control variation.

target

val target: Double(source)

In-control target value to compare each input against.

threshold

val threshold: Double(source)

Decision threshold for either side.