Package com.biglybt.core.util.average
Class ExponentialMovingAverage
java.lang.Object
com.biglybt.core.util.average.ExponentialMovingAverage
- All Implemented Interfaces:
Average
Implements an exponential moving average.
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Field Summary
Fields -
Constructor Summary
ConstructorsConstructorDescriptionExponentialMovingAverage
(float weight) Create a new exponential moving average, using the given smoothing rate weight.ExponentialMovingAverage
(int periods) Create a new exponential moving average which smooths over the given number of periods. -
Method Summary
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Field Details
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weight
private final float weight -
prevEMA
private double prevEMA
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Constructor Details
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ExponentialMovingAverage
public ExponentialMovingAverage(int periods) Create a new exponential moving average which smooths over the given number of periods. -
ExponentialMovingAverage
public ExponentialMovingAverage(float weight) Create a new exponential moving average, using the given smoothing rate weight.
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Method Details
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reset
public void reset()Description copied from interface:Average
sets back to start-of-day -
update
public double update(double newValue) Update average and return average-so-far. -
getAverage
public double getAverage()Return average-so-far.- Specified by:
getAverage
in interfaceAverage
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