kumulant
com.eignex.kumulant/stat/anomaly/AnomalyScores.kt

absoluteZScore

fun HasCenterScale.absoluteZScore(value: Double): Double(source)

Absolute standardized distance |value - center| / scale from this snapshot. For a mean and standard deviation this is the absolute z-score. Returns zero when the scale is at most 1e-12 or NaN, including an empty or constant stream.

exceedanceScore

fun QuantileResult.exceedanceScore(value: Double): Double(source)

Returns 1.0 when value strictly exceeds this snapshot's quantile, otherwise 0.0. A NaN value or quantile scores zero.

fun SketchResult.exceedanceScore(value: Double, probability: Double): Double(source)

Scores value against the quantile precomputed at probability: 1.0 above it, otherwise 0.0. A NaN value or quantile scores zero.

Throws

fun TDigestResult.exceedanceScore(value: Double, probability: Double): Double(source)

Scores value against the quantile precomputed at probability: 1.0 above it, otherwise 0.0. A NaN value or quantile scores zero.

Throws