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

QuantileFilterResult

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

Properties

probability

val probability: Double(source)

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

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.

Functions

score

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

1.0 when x strictly exceeds threshold, 0.0 otherwise.