Struct StableEma

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

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 for StableEma<F>

where F: Float + Clone,

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

where Self: Sized,

Compares and returns the maximum of two values.

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

where Self: Sized,

Compares and returns the minimum of two values.

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

where Self: Sized,

Restrict a value to a certain interval.

impl<F> PartialEq for StableEma<F>

where F: Float,

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl<F> PartialOrd 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

Tests less than (for self and other) and is used by the < operator.

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

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

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

Tests greater than (for self and other) and is used by the > operator.

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

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,