C++ Reference: class ExponentialMovingAverage

This documentation is automatically generated.

Manages exponential moving averages defined as new_average = decaying_factor * old_average + (1 - decaying_factor) * new_record. where 0 < decaying_factor < 1.
Method
AddData

Return type: void

Arguments: double new_record

CurrentAverage

Return type: double

Returns exponential moving average for all the added data so far.

ExponentialMovingAverage

Return type: explicit

Arguments: double decaying_factor

NumRecords

Return type: int64

Returns the total number of added records so far.