Struct HurstResult

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pub struct HurstResult {
    pub hurst_exponent: f64,
    pub confidence_interval: f64,
    pub slope: f64,
    pub intercept: f64,
    pub r_squared: f64,
    pub log_variances: Vec<f64>,
    pub scales: Vec<usize>,
    pub bootstrap_samples: usize,
}

Expand description

Result of Hurst exponent estimation

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§hurst_exponent: f64

Estimated Hurst exponent

§confidence_interval: f64

Confidence interval (half-width at specified confidence level)

§slope: f64

Regression slope (should equal 2*H)

§intercept: f64

Regression intercept

§r_squared: f64

Coefficient of determination (R²)

§log_variances: Vec<f64>

Log-variance at each scale (for diagnostics)

§scales: Vec<usize>

Scales used in estimation

§bootstrap_samples: usize

Number of bootstrap samples used

Implementations§

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impl HurstResult

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pub fn interpretation(&self) -> &'static str

Interpret Hurst exponent

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pub fn is_significant(&self) -> bool

Check if Hurst exponent is significantly different from 0.5 (random walk)

Trait Implementations§

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impl Clone for HurstResult

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fn clone(&self) -> HurstResult

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for HurstResult

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl UnwindSafe for HurstResult

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

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

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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