Struct ema::Ema

pub struct Ema<F> where
    F: Float,  { /* fields omitted */ }

A struct representing an exponential moving average

The weighting can be chosen for each accumulation. To have the weighting be part of the struct see StableEma

Implementations

impl<F> Ema<F> where
    F: Float + TryInto<NotNan<F>>, 

pub fn try_new(
    mean: impl TryInto<NotNan<F>, Error = FloatIsNan>,
    variance: impl TryInto<NotNan<F>, Error = FloatIsNan>
) -> Result<Self, FloatIsNan>

Tries to create a new Ema struct from raw float values

Errors

Fails if mean or variance are NaN

impl<F> Ema<F> where
    F: Float, 

pub fn new(mean: NotNan<F>, variance: NotNan<F>) -> Self

Returns a new Ema struct with the mean and variance estimates already initialized.

It is recommended to choose these values to be as close to expected as possible so that they can converge quickly

pub fn accumulate(&mut self, value: NotNan<F>, recent_weight: NotNan<F>)

Accumulates a new value into this Ema. The mean and variance are adjusted by the recent_weight

pub fn try_accumulate(
    &mut self,
    value: F,
    recent_weight: F
) -> Result<(), FloatIsNan>

Tries to accumulate raw flaot values.

Errors

Fails if value or recent_weight are NaN

pub fn mean(&self) -> NotNan<F>

Returns the mean of this Ema

pub fn variance(&self) -> NotNan<F>

Returns the variance of this Ema

pub fn std_dev(&self) -> NotNan<F>

Returns the standard deviation of this Ema

pub fn mean_duration(&self) -> Duration

Returns the mean of this Ema as a duration in seconds. Useful when using an Ema to time events.

pub fn std_dev_duration(&self) -> Duration

Returns the standard deviation of this Ema as a duration in seconds. Useful when using an Ema to time events

Trait Implementations

impl<F: Clone> Clone for Ema<F> where
    F: Float, 

fn clone(&self) -> Ema<F>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<F> Debug for Ema<F> where
    F: Float + Debug, 

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<F> Default for Ema<F> where
    F: Float, 

fn default() -> Self

Returns the “default value” for a type.

impl<F> Ord for Ema<F> where
    F: Float, 

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

Restrict a value to a certain interval.

impl<F> PartialEq<Ema<F>> for Ema<F> where
    F: Float, 

fn eq(&self, other: &Self) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=.

impl<F> PartialOrd<Ema<F>> for Ema<F> where
    F: Float, 

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl<F> Eq for Ema<F> where
    F: Float,