Struct yata::methods::Derivative

pub struct Derivative { /* fields omitted */ }

Derivative of specified window length for timeseries of ValueType

Parameters

Has a single parameter length: PeriodType

length should be > 0

Default is 1

Input type

Input type is ValueType

Output type

Output type is ValueType

Examples

use yata::prelude::*;
use yata::methods::Derivative;

let s = vec![0.0, 1.0, 3.0, 0.5, 2.0, -10.0];
let r = vec![0.0, 1.0, 2.0,-2.5, 1.5, -12.0];

let mut derivative = Derivative::new(1, s[0]);

(0..s.len()).for_each(|i| {
	let der = derivative.next(s[i]);
	assert_eq!(der, r[i]);
});

Perfomance

O(1)

See also

Integral, Rate of Change, Momentum

Trait Implementations

impl Clone for Derivative

fn clone(&self) -> Derivative

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for Derivative

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Derivative

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl Method for Derivative

type Params = PeriodType

Method parameters

type Input = ValueType

Input value type

type Output = Self::Input

Output value type

fn new(length: Self::Params, value: Self::Input) -> Self

Static method for creating an instance of the method with given parameters and initial value (simply first input value)

fn next(&mut self, value: Self::Input) -> Self::Output

Generates next output value based on the given input value

fn name(&self) -> &str

Returns a name of the method

fn memsize(&self) -> (usize, usize) where
    Self: Sized, 

Returns memory size of the method (size, align)

fn iter_data<I>(&mut self, input: I) -> MethodOverIterator<'_, Self, I> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Creates an iterator which produces values by the Method over given input data iterator

fn over<I>(&mut self, sequence: I) -> Sequence<Self::Output> where
    I: Iterator<Item = Self::Input>,
    Self: Sized, 

Iterates the Method over the given Sequence and returns timeserie of output values

impl Serialize for Derivative

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.