update_ema: Efficient EMA updates

View source: R/gbm-fitting.R

update_emaR Documentation

Efficient EMA updates

Description

Efficient EMA updates

Usage

update_ema(x_new, ema_last, alpha, n)

Arguments

x_new

the new log-return value

ema_last

the last ema value

alpha

the smoothing factor

n

the total size

Value

vector


shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.