kumulant
kumulant/com.eignex.kumulant.stat.anomaly/QuantileFilterResult

QuantileFilterResult

@Serializable
@SerialName(value = "QuantileFilterResult")
data class QuantileFilterResult(val probability: Double, val threshold: Double, val totalWeights: Double) : Result(source)

Snapshot from QuantileFilterStat: the running probability-quantile of the input stream plus the helper score that flags an observation as anomalous when it exceeds that quantile.

Constructors

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constructor(probability: Double, threshold: Double, totalWeights: Double)

Properties

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val probability: Double

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

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val threshold: Double

Estimated quantile of the input stream at probability.

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val totalWeights: Double

Cumulative observation weight folded into the underlying sketch.

Functions

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fun score(x: Double): Double

1.0 when x strictly exceeds threshold, 0.0 otherwise.

QuantileFilterResult

constructor(probability: Double, threshold: Double, totalWeights: Double)(source)

probability

val probability: Double(source)

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

score

fun score(x: Double): Double(source)

1.0 when x strictly exceeds threshold, 0.0 otherwise.

threshold

val threshold: Double(source)

Estimated quantile of the input stream at probability.

totalWeights

val totalWeights: Double(source)

Cumulative observation weight folded into the underlying sketch.