ewma: Function calculating the exponentially weighted moving...

Description Usage Arguments Value

Description

Function calculating the exponentially weighted moving average of the input time series.

Usage

1
ewma(input_vector, lambda = 0.975)

Arguments

input_vector

An atomic vector containing a time series.

lambda

A double, the lambda parameter for the ewma. Default value is 0.975

Value

An atomic vector with the transformed data.


AKLLaursen/svmfortopic documentation built on May 5, 2019, 11:30 a.m.