ema: Exponentially moving average
In shill1729/findistr: Common distributions used in finance
ema R Documentation
Exponentially moving average
Description
Exponentially weighted sample average. Past data has exponentially
decaying weights.
Usage
ema(x, lambda = 0.94, h = 1/252)
Arguments
x
data-set
lambda
weight parameter (near 0 corresponds to sample mean)
h
timescale
Value
numeric
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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| ema | R Documentation |
Exponentially moving average
Description
Exponentially weighted sample average. Past data has exponentially decaying weights.
Usage
ema(x, lambda = 0.94, h = 1/252)
Arguments
x |
data-set |
lambda |
weight parameter (near 0 corresponds to sample mean) |
h |
timescale |
Value
numeric
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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