Struct CoefficientScore 

#[non_exhaustive]
pub struct CoefficientScore {
    pub observation_index: usize,
    pub return_index: usize,
    pub scale_level: usize,
    pub period_span: usize,
    pub coefficient: f64,
    pub test_statistic: f64,
    pub threshold: f64,
    pub threshold_ratio: f64,
    pub p_value: f64,
    pub neg_log_p: f64,
    pub direction: JumpDirection,
}

A scored detail coefficient that did not cross the detection threshold but ranks high enough (per NearThresholdConfig) to surface for near-threshold ranking/aggregation. Carries the same continuous scores as a detected JumpEvent without the product-facing warning fields.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

observation_index: usize

Zero-based price observation index for the coefficient.

return_index: usize

Zero-based return index used by the transform input.

scale_level: usize

One-based detail scale level of the coefficient.

period_span: usize

Approximate horizon span in input periods for this scale.

coefficient: f64

The detail coefficient value.

test_statistic: f64

Absolute coefficient/noise test statistic |J_W|.

threshold: f64

Scale-specific detection threshold the coefficient was compared against.

threshold_ratio: f64

Ratio of test_statistic / threshold (always < 1 here).

p_value: f64

Two-sided p-value under the XGF Gaussian null.

neg_log_p: f64

Continuous anomaly score −ln(p_value).

direction: JumpDirection

Direction inferred from the return value at return_index.

Trait Implementations

impl Clone for CoefficientScore

fn clone(&self) -> CoefficientScore

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CoefficientScore

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for CoefficientScore

fn eq(&self, other: &CoefficientScore) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for CoefficientScore