Returns a vector whose observations are the exponential
moving average of the observations of the vector.
Namespace:
Extreme.DataAnalysis
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public static Vector<double> ExponentialMovingAverage(
this Vector<double> vector,
double smoothingConstant
)
<ExtensionAttribute>
Public Shared Function ExponentialMovingAverage (
vector As Vector(Of Double),
smoothingConstant As Double
) As Vector(Of Double)
public:
[ExtensionAttribute]
static Vector<double>^ ExponentialMovingAverage(
Vector<double>^ vector,
double smoothingConstant
)
[<ExtensionAttribute>]
static member ExponentialMovingAverage :
vector : Vector<float> *
smoothingConstant : float -> Vector<float>
Parameters
- vector
- Type: Extreme.MathematicsVectorDouble
The vector to transform. - smoothingConstant
- Type: SystemDouble
A real number between 0 and 1 that specifies
the contribution of the current observation to the average.
Return Value
Type:
VectorDoubleA vector.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
VectorDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
The new vector gets the name EMA(<name>), where
<name> is the name of the original vector.
Reference