Returns a NumericalVariable whose observations are the weighted moving average of the observations of the variable.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetWeightedMovingAverage ( _
	length As Integer, _
	weights As NumericalVariable _
) As NumericalVariable
C#
public NumericalVariable GetWeightedMovingAverage (
	int length,
	NumericalVariable weights
)
C++
public:
NumericalVariable^ GetWeightedMovingAverage (
	int length, 
	NumericalVariable^ weights
)

Parameters

length (System.Int32)
The length of the window over which the average should be computed.
weights (Extreme.Statistics.NumericalVariable)
A NumericalVariable of the same length containing the weights.

Return Value

A NumericalVariable.

Remarks

Each observation is weighted by the corresponding observation in the weight variable.

The new variable gets the name WMA<n>(<name>,<weight>), where <name> is the name of the original variable, <weight> is the name of the weight vector, and <n>. is the length.

Exceptions

ExceptionCondition
ArgumentNullExceptionweights is nullNothingnullptr.
ArgumentOutOfRangeExceptionlength is less than or equal to zero or greater than or equal to the length of weights.
DimensionMismatchException The length of weights does not equal the number of observations in the variable.