FrugalMad

@Serializable

@SerialName(value = "FrugalMad")

data class FrugalMad(val stepSize: Double = StatDefaults.FRUGAL_QUANTILE_STEP_SIZE) : SeriesStatSpec<MadResult> (source)

Spec for FrugalMadStat: constant-memory adaptive median and MAD estimates.

Constructors

constructor(stepSize: Double = StatDefaults.FRUGAL_QUANTILE_STEP_SIZE)(source)

Full step size in input units; each adjustment is bounded by half this value.