Struct ema::StableEma

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

A stable Ema where the recent_weight is set at initialization and the same value is always used.

Implementations

impl<F> StableEma<F> where
    F: Float, 

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

Returns a new StableEma with the mean, variance, and recent_weight all initialized.

It is recommended to choose the mean and variance to be as close to expected as possible so that they can converge quickly

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

Tries to create a new StableEma from raw float values.

Errors

Fails if mean, variance, or recent_weight are NaN

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

Accumulates the value to this StableEma

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

Tries to accumulate a raw float value

Errors

Fails if value is NaN

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

Returns the mean of this StableEma

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

Returns the variance of this StableEma

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

Returns the standard deviation of this StableEma

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

Returns the recent weight that this StableEma uses to accumulate values

pub fn mean_duration(&self) -> Duration

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

pub unsafe fn set_recent_weight(&mut self, recent_weight: NotNan<F>)

Change the recent weight.

Safety

This is not unsafe to call, but it violates the notion that this has a stable recent weight

Trait Implementations

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

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

Returns a copy of the value.

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

Performs copy-assignment from source.

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

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

Formats the value using the given formatter.

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

fn default() -> Self

Returns the “default value” for a type.

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