internal SsaChangePointDetector(IHostEnvironment env, Options options)
: base(new BaseArguments(options), LoaderSignature, env)
{
switch (InternalTransform.Martingale)
{
case MartingaleType.None:
InternalTransform.AlertThreshold = Double.MaxValue;
break;
case MartingaleType.Power:
InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogPowerMartigaleBettingFunc(1 - options.Confidence / 100, InternalTransform.PowerMartingaleEpsilon));
break;
case MartingaleType.Mixture:
InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogMixtureMartigaleBettingFunc(1 - options.Confidence / 100));
break;
default:
InternalTransform.Host.Assert(!Enum.IsDefined(typeof(MartingaleType), InternalTransform.Martingale));
throw InternalTransform.Host.ExceptUserArg(nameof(options.Martingale), "Value not defined.");
}
}
internal IidChangePointDetector(IHostEnvironment env, Options options)
: base(new BaseArguments(options), LoaderSignature, env)
{
switch (InternalTransform.Martingale)
{
case MartingaleType.None:
InternalTransform.AlertThreshold = Double.MaxValue;
break;
case MartingaleType.Power:
InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogPowerMartigaleBettingFunc(1 - options.Confidence / 100, InternalTransform.PowerMartingaleEpsilon));
break;
case MartingaleType.Mixture:
InternalTransform.AlertThreshold = Math.Exp(InternalTransform.WindowSize * InternalTransform.LogMixtureMartigaleBettingFunc(1 - options.Confidence / 100));
break;
default:
throw InternalTransform.Host.ExceptParam(nameof(options.Martingale),
"The martingale type can be only (0) None, (1) Power or (2) Mixture.");
}
}