:fire: BreakoutDetection for Rust
Learn how it works
Add this line to your application’s Cargo.toml
under [dependencies]
:
toml
breakout = "0.1"
Detect breakouts in a series
rust
let series = vec![
3.0, 1.0, 2.0, 3.0, 2.0, 1.0, 1.0, 2.0, 2.0, 3.0,
6.0, 4.0, 4.0, 5.0, 6.0, 4.0, 4.0, 4.0, 6.0, 5.0,
9.0, 8.0, 7.0, 9.0, 8.0, 9.0, 9.0, 9.0, 7.0, 9.0
];
let breakouts = breakout::multi().min_size(5).fit(&series);
Detect a single breakout (at most one change)
rust
let breakout = breakout::amoc().min_size(5).fit(&series);
Multi
rust
breakout::multi()
.min_size(30) // minimum observations between breakouts
.degree(2) // degree of the penalization polynomial
.beta(0.008) // penalization term
.percent(None) // minimum percent change in goodness of fit statistic
Single
rust
breakout::amoc()
.min_size(30) // minimum observations between breakouts
.alpha(2.0) // weight of the distance between observations
.exact(false) // exact or approximate median
This library was ported from the BreakoutDetection R package and is available under the same license.
View the changelog
Everyone is encouraged to help improve this project. Here are a few ways you can help:
To get started with development:
sh
git clone https://github.com/ankane/breakout-rust.git
cd breakout-rust
cargo test