Struct JumpPriorUncertainty 

#[non_exhaustive]
pub struct JumpPriorUncertainty {
    pub jump_count: u64,
    pub intensity_std_error: f64,
    pub mean_std_error: f64,
    pub std_std_error: f64,
}

Estimator uncertainty attached to a JumpDiffusionPrior.

Field names and semantics mirror FerroRisk’s JumpEstimateUncertainty so the serialized form maps 1:1. The standard errors are derived from the estimator, never stipulated: a λ estimated from 6 detected jumps must read visibly wider than one from 600.

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.

jump_count: u64

Number of consolidated jumps the triple was estimated from.

intensity_std_error: f64

Standard error of the annualized intensity. Uncorrected: the Poisson √N / T with N detected jumps over T years. When the truncation correction is applied (see JumpDiffusionPriorResult::truncation_corrected) this widens to λ_total·√(1/N + Var(p̂)/p̂²) — the Poisson term plus the fitted detection probability’s first-order (delta-method) uncertainty.

mean_std_error: f64

Standard error of the mean log jump size: s_raw / √N, where s_raw is the uncorrected sample std of the detected log jump sizes (the actual sampling dispersion of the observations, diffusion noise included).

std_std_error: f64

Normal-theory standard error of the log-jump-size std: σ̂_J / √(2·(N − 1)).

Trait Implementations

impl Clone for JumpPriorUncertainty

fn clone(&self) -> JumpPriorUncertainty

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for JumpPriorUncertainty

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

Formats the value using the given formatter.

impl PartialEq for JumpPriorUncertainty

fn eq(&self, other: &JumpPriorUncertainty) -> 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 Copy for JumpPriorUncertainty

impl StructuralPartialEq for JumpPriorUncertainty