Struct OnlineEwm 

pub struct OnlineEwm { /* private fields */ }

Streaming EWM accumulator. Returned by Ewm::online.

Maintains running mean state across incremental OnlineEwm::update calls. Initial state has nobs=0; the first update(x) seeds the mean with x. Subsequent updates apply the standard EWM recursion m_t = alpha * x_t + (1 - alpha) * m_{t-1}. NaN inputs are skipped (don’t advance state); the accumulator returns None until at least one non-NaN observation has been seen.

Per br-frankenpandas-mvynk.

Implementations

impl OnlineEwm

pub fn update(&mut self, value: f64) -> Option<f64>

Feed one value into the running EWM. Returns the current mean estimate after the update, or None if value.is_nan() and no prior observation exists.

pub fn current(&self) -> Option<f64>

Current running mean estimate. Returns None until the first non-NaN observation has been seen.

pub fn nobs(&self) -> usize

Number of non-NaN observations consumed so far.

Trait Implementations

impl Clone for OnlineEwm

fn clone(&self) -> OnlineEwm

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for OnlineEwm

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

Formats the value using the given formatter.