Struct ExpWeightedMovingAvg 

pub struct ExpWeightedMovingAvg { /* private fields */ }

Exponentially-weighted moving average with a configurable half-life.

Supports two decay modes:

• Time-based: Decay factor for elapsed time Δt is: decay = 2^(-Δt / half_life)
• Count-based: Decay factor for sample count Δn is: decay = 2^(-Δn / half_life)

Implementations

impl ExpWeightedMovingAvg

pub fn new_time_decay(half_life: Duration) -> Self

Create a new tracker with time-based decay using the given half-life.

pub fn new_count_decay(half_life_count: f64) -> Self

Create a new tracker with count-based decay using the given half-life in number of samples.

pub fn update_with_weight(&mut self, sample: f64, weight: f64)

Add a sample, automatically decaying existing state first.

pub fn update(&mut self, sample: f64)

pub fn value(&self) -> f64

Current exponentially-weighted mean (0.0 if no samples yet).

Trait Implementations

impl Debug for ExpWeightedMovingAvg

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

Formats the value using the given formatter.