ewma: Exponentially weighted moving average
In twolodzko/twextras: twextras
Description
Usage
Arguments
Details
References
Description
Exponentially weighted moving average
Usage
1
Arguments
x
numeric vector.
lambda
parameter (between 0 and 1).
na_prev
if missing value appears in x,
EWMA takes previous entry as estimate
for it.
Details
Exponentially weighted moving average is defined as
Z[i] = λ * Y[i] + (1 - λ) * Z[i-1]
References
Lucas, J. M. and Saccucci, M. S. (1990).
Exponentially weighted moving average control schemes: Properties and enhancements.
Technometrics 32, 1-29.
twolodzko/twextras documentation built on May 3, 2019, 1:52 p.m.
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Description Usage Arguments Details References
Description
Exponentially weighted moving average
Usage
1 |
Arguments
x |
numeric vector. |
lambda |
parameter (between 0 and 1). |
na_prev |
if missing value appears in |
Details
Exponentially weighted moving average is defined as
Z[i] = λ * Y[i] + (1 - λ) * Z[i-1]
References
Lucas, J. M. and Saccucci, M. S. (1990). Exponentially weighted moving average control schemes: Properties and enhancements. Technometrics 32, 1-29.
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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