CusumResult

@Serializable

@SerialName(value = "CusumResult")

data class CusumResult(val target: Double, val referenceValue: Double, val threshold: Double, val cusumPositive: Double, val cusumNegative: Double, val alarmUp: Boolean, val alarmDown: Boolean) : Result(source)

Snapshot from a two-sided CusumStat change-point detector.

Constructors

constructor(target: Double, referenceValue: Double, threshold: Double, cusumPositive: Double, cusumNegative: Double, alarmUp: Boolean, alarmDown: Boolean)

True when either side has crossed the threshold.

True when the negative side has crossed -threshold.

True when the positive side has crossed threshold.

Running negative-side cumulative sum, clipped at zero (non-positive value).

Running positive-side cumulative sum, clipped at zero.

Reference value (allowance) k; deviations smaller than this are absorbed.

In-control target value updates are compared against.

Decision threshold h; the alarm fires when the positive or negative cusum exceeds this.

constructor(target: Double, referenceValue: Double, threshold: Double, cusumPositive: Double, cusumNegative: Double, alarmUp: Boolean, alarmDown: Boolean)(source)