Struct EMD 

pub struct EMD { /* private fields */ }

Empirical Mode Decomposition (EMD)

Based on John Ehlers’ “Empirical Mode Decomposition” (2010). EMD decomposes price data into a cycle component (via Bandpass filter) and a trend component (via averaging the bandpass output). It also provides thresholds based on averaged peaks/valleys to identify market modes.

Returns (Trend, UpperThreshold, LowerThreshold).

Implementations

impl EMD

pub fn new(period: usize, delta: f64, fraction: f64) -> Self

Trait Implementations

impl Clone for EMD

fn clone(&self) -> EMD

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for EMD

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

Formats the value using the given formatter.

impl Next<f64> for EMD

type Output = (f64, f64, f64)

fn next(&mut self, input: f64) -> Self::Output

Process the next input and return the updated output.