npm install ewma
An exponential weighted moving average for Node.js and the browser!
``bash`
npm install -g ewma
Compute the exponential weighted moving average of a series of values. The
time at which you insert the value into Ewma is used to compute a weight
(recent points are weighted higher). The parameter for defining the
convergence speed (like most decay process) is the half-life.
e.g. with a half-life of 10 unit, if you insert 100 at t=0 and 200 at t=10 the
ewma will be equal to (200 - 100)/2 = 150 (half of the distance between the new
and the old value).
* halfLifeMs - {Number} parameter representing the speed of convergenceinitialValue
* - {Number} initial valueclock
* - Optional {Number} clock object used to read time, must supportDate.now()
style method. Defaults to Date.
returns an object computing the ewma average
* x - The next value, ewma will automatically compute the EWMA based on theinsert
clock difference between this value and the last time was
called
* x - Set the EWMA to exactly x.
Returns the current EWMA value.
These are generated using a 500ms interval with a half life indicated in the
key. For the source code, or to reproduce yourself, check the
Example directory.
