ema: Compute an exponential moving average of a time-series
In shill1729/trader: Mathematical finance analysis package

ema	R Documentation

Compute an exponential moving average of a time-series

The standard exponential moving average

ema(x, alpha = 0.5)

`x`	the time-series of the signal
`alpha`	smoothing parameter, a value in the unit-interval

The exponential moving average is defined by s_n = α x_n+(1-α)s_{n-1} for n>1, with some initial value.

vector

shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.

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