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

(c) 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.