JumpDiffusionPriorConfig

ferro_wave_finance

Struct JumpDiffusionPriorConfig

#[non_exhaustive]pub struct JumpDiffusionPriorConfig {
    pub detection: JumpEventConfig,
    pub min_jump_count: usize,
    pub min_input_observations: usize,
    pub diffusion_correction: bool,
    pub noise_scale: JumpPriorNoiseScale,
    pub max_jump_fraction: f64,
    pub truncation_correction: bool,
    pub min_detection_probability: f64,
}

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive

§detection: JumpEventConfig§min_jump_count: usize§min_input_observations: usize§diffusion_correction: bool§noise_scale: JumpPriorNoiseScale§max_jump_fraction: f64§truncation_correction: bool§min_detection_probability: f64

Implementations§

impl JumpDiffusionPriorConfig

pub fn for_daily_eod() -> Self

pub fn validate(&self) -> Result<()>

Trait Implementations§

impl Clone for JumpDiffusionPriorConfig

fn clone(&self) -> JumpDiffusionPriorConfig

1.0.0§

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

impl Debug for JumpDiffusionPriorConfig

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

impl Default for JumpDiffusionPriorConfig

fn default() -> Self

impl PartialEq for JumpDiffusionPriorConfig

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

1.0.0§

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

impl StructuralPartialEq for JumpDiffusionPriorConfig

Auto Trait Implementations§

impl Freeze for JumpDiffusionPriorConfig

impl RefUnwindSafe for JumpDiffusionPriorConfig

impl Send for JumpDiffusionPriorConfig

impl Sync for JumpDiffusionPriorConfig

impl Unpin for JumpDiffusionPriorConfig

impl UnwindSafe for JumpDiffusionPriorConfig

Blanket Implementations§

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🔬This is a nightly-only experimental API. (clone_to_uninit)

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