columna API reference - v0.4.1
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ewma
Function ewma
ewma
(
x
:
ArrayLike
<
number
|
null
|
undefined
>
,
options
?:
{
L
?:
number
;
lambda
?:
number
;
mu
?:
number
;
sigma
?:
number
}
,
)
:
EwmaResult
EWMA chart: zₜ = λ xₜ + (1−λ) zₜ₋₁ with time-varying limits (Lucas & Saccucci).
Parameters
x
:
ArrayLike
<
number
|
null
|
undefined
>
Optional
options
:
{
L
?:
number
;
lambda
?:
number
;
mu
?:
number
;
sigma
?:
number
}
Returns
EwmaResult
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columna API reference - v0.4.1
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EWMA chart: zₜ = λ xₜ + (1−λ) zₜ₋₁ with time-varying limits (Lucas & Saccucci).