Expand description
Simulation utilities for tests and benchmarks (feature sim).
A tiny xorshift64 + Box–Muller generator keeps the crate dependency-free
and the draws reproducible across platforms: the same seed gives the same
series, bit for bit. arma is the plain Gaussian ARMA generator the
integration tests use; ArmaSim adds Student-t innovations, additive
outliers and observation noise for benchmark scenarios.
Structs§
- ArmaSim
- A simulation design: ARMA(φ, θ) plus the perturbations the benchmark needs.
- Contamination
- Additive-outlier contamination: with probability
prob, add±magnitude(random sign) to the observed value. - Xorshift
- Xorshift64 with Box–Muller normals. Deterministic and platform-independent.
Enums§
- Innovations
- Innovation distribution.
Functions§
- arma
- Gaussian ARMA with a 500-observation burn-in: the generator the integration tests (and the landing-page example) use.