📄 movingaverage.h
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#import <objectbase/SwarmObject.h>
@interface MovingAverage: SwarmObject
{
int width; /*"number of observations used for a fixed interval moving average"*/
int numInputs; /*"number of observations that have already been inserted"*/
double *maInputs; /*"historical inputs are kept in this array."*/
int arrayPosition; /*"element of maInputs that has been most recently inserted"*/
double sumOfInputs;/*"sum of the last 'width' inputs"*/
double uncorrectedSum; /*"sum of all inputs since object was created"*/
double expWMA; //exponentially weighted moving average
double aweight, bweight; /*"Weights used to calculate exponentially weighted moving averages. These depend on the specified 'width' according to: bweight = -expm1(-1.0/w);aweight = 1.0 - bweight; ewma=aweight*ma(x)+bweight*x"*/
}
- initWidth: (int)w;
- initWidth: (int)w Value: (double)val;
- (int)getNumInputs;
- (double)getMA;
- (double)getAverage;
- (double)getEWMA;
- (void)addValue: (double)x;
- (void)drop;
@end
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