movEmean: Basic Exponential Moving Mean

In RcppMovStat: Fast Moving Statistics Calculation

Description

This function returns a basic exponential moving average (EMA) of the given vector.

Usage

movEmean(vec, n = 1L, smFac = NULL)

Arguments

vec	A numeric vector.
n	An integer: moving window size, with 1 as default
smFac	A number: smoothing factor, with default 2/(n+1), see details below.

Details

This function makes fairly efficient the computation of EMA, which dubbed as basic exponential smoothing, the same section of https://en.wikipedia.org/wiki/Exponential_smoothing. It provides an access to define smFac yourself, i.e the smoothing factor, whose default is 2/(n+1).

Value

This function returns a vector whose length is the same as that of vec.

Examples

movEmean(c(1, 4, 3, 6, 8), 2, smFac = 1/3)
movEmean(c(1, 4, 3, 6, 8), 2)

RcppMovStat documentation built on Jan. 30, 2018, 5:04 p.m.