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is_drifted

Function is_drifted 

Source
pub fn is_drifted(live: &[f64], calib: &[f64], alpha_c: f64) -> bool
Expand description

Whether the live distribution has drifted from the calibration distribution. Uses the KS statistic against the asymptotic critical value at level alpha (c(alpha) * sqrt((n+m)/(n*m)), with c(0.05) ≈ 1.36).