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

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

Syntax

Visual Basic (Declaration)
Public Function GetExponentialMovingAverage ( _
	smoothingConstant As Double _
) As NumericalVariable
C#
public NumericalVariable GetExponentialMovingAverage (
	double smoothingConstant
)
C++
public:
NumericalVariable^ GetExponentialMovingAverage (
	double smoothingConstant
)

Parameters

smoothingConstant (System.Double)
A real number between 0 and 1 that specifies the contrribution of the current observation to the average.

Return Value

A NumericalVariable.

Remarks

The new variable gets the name EMA(<name>), where <name> is the name of the original variable.

Exceptions

ExceptionCondition
ArgumentOutOfRangeExceptionsmoothingConstant is less than or equal to zero or greater than 1.