public OutColumn(
Scalar <float> input,
int confidence,
int changeHistoryLength,
IidBase.MartingaleType martingale,
double eps)
: base(new Reconciler(confidence, changeHistoryLength, martingale, eps), input)
{
Input = input;
}
public Reconciler(
int confidence,
int changeHistoryLength,
IidBase.MartingaleType martingale,
double eps)
{
_confidence = confidence;
_changeHistoryLength = changeHistoryLength;
_martingale = martingale;
_eps = eps;
}
/// <summary>
/// Perform IID change point detection over a column of time series data. See <see cref="IidChangePointEstimator"/>.
/// </summary>
public static Vector <double> IidChangePointDetect(
this Scalar <float> input,
int confidence,
int changeHistoryLength,
IidBase.MartingaleType martingale = IidBase.MartingaleType.Power,
double eps = 0.1) => new OutColumn(input, confidence, changeHistoryLength, martingale, eps);
