Struct HankelSvtConfig 

pub struct HankelSvtConfig {
    pub k: Option<usize>,
    pub c: f64,
}

Configuration of hankel_svt_order.

Fields

k: Option<usize>

Hankel dimension K; None → ⌈2 log n⌉ (polylog_memory).

c: f64

Threshold constant c. Empirical: at the default 1.0 the calibration runs gave 100 % correct rank 0 on white noise, ~100 % on Bauer’s Example I, 96–98 % on AR(1) φ=0.9, ~90 % on ARMA(1,1) — and MA(2) fails on separation, as expected.

Trait Implementations

impl Clone for HankelSvtConfig

fn clone(&self) -> HankelSvtConfig

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for HankelSvtConfig

impl Debug for HankelSvtConfig

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

Formats the value using the given formatter.

impl Default for HankelSvtConfig

fn default() -> Self

Returns the “default value” for a type.