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…m as polars plugin
Implemented the rust version of CUSUM and exposed it in the FeatureExtractor class as a plugin. Included a notebook in the documentation and added a new test file for future changepoint detection algorithms.
The name cusum is too prone to be confused with cumsum. Maybe cumul_sum is better?
The paper written calls it the cusum algorithm... Which I agree is unfortunate. What about cusum_changepoint?
I don't have a very strong opinion on this but the recent trend of Polars renaming groupby to group_by, cumsum to cum_sum make me think that maybe cul_sum is a good choice... I would leave the decision to you though
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Mostly my changes, but added a few linting changes that ruff wasn't happy about.