moving_average.h File Reference

#include <qx/easing/easing_functions.h>
#include <deque>
#include <vector>
#include <qx/stat/moving_average.inl>

Go to the source code of this file.

Classes
class	qx::moving_average< T >
	Moving average is the unweighted mean of the previous K entries. More...

Functions
template<class T >
std::vector< T >	qx::get_moving_average_simple_weights (size_t nEntries)
	Generate weights for moving_average as arithmetic mean. More...
template<class T >
std::vector< T >	qx::get_moving_average_linear_weights (size_t nEntries)
	Generate weights for moving_average with linearly decrease, from highest weight for the most recent data, down to zero. More...
template<class T >
std::vector< T >	qx::get_moving_average_exp_weights (size_t nEntries)
	Generate weights for moving_average with exponential decrease, from highest weight for the most recent data, down to zero. More...

Detailed Description

Author

Khrapov

Date

1.06.2021

Copyright

© Nick Khrapov, 2021. All right reserved.

Definition in file moving_average.h.

Function Documentation

get_moving_average_exp_weights()

template<class T >

std::vector< T > qx::get_moving_average_exp_weights ( size_t  nEntries )

inline

Generate weights for moving_average with exponential decrease, from highest weight for the most recent data, down to zero.

Template Parameters

T	- floating point ish type

Parameters

nEntries

- number of entries in moving_average

Return values

-

weights

Definition at line 33 of file moving_average.inl.

get_moving_average_linear_weights()

template<class T >

std::vector< T > qx::get_moving_average_linear_weights ( size_t  nEntries )

inline

Generate weights for moving_average with linearly decrease, from highest weight for the most recent data, down to zero.

Template Parameters

T	- floating point ish type

Parameters

nEntries

- number of entries in moving_average

Return values

-

weights

Definition at line 20 of file moving_average.inl.

get_moving_average_simple_weights()

template<class T >

std::vector< T > qx::get_moving_average_simple_weights ( size_t  nEntries )

inline

Generate weights for moving_average as arithmetic mean.

Template Parameters

T	- floating point ish type

Parameters

nEntries

- number of entries in moving_average

Return values

-

weights

Definition at line 14 of file moving_average.inl.