61 lines
1.8 KiB
Markdown
61 lines
1.8 KiB
Markdown
[](https://npmjs.org/package/ewma)
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[](https://travis-ci.org/ReactiveSocket/ewma)
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# EWMA
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An exponential weighted moving average for Node.js and the browser!
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```bash
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npm install -g ewma
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```
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## Usage
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Compute the exponential weighted moving average of a series of values. The
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time at which you insert the value into `Ewma` is used to compute a weight
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(recent points are weighted higher). The parameter for defining the
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convergence speed (like most decay process) is the half-life.
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e.g. with a half-life of 10 unit, if you insert 100 at t=0 and 200 at t=10 the
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ewma will be equal to (200 - 100)/2 = 150 (half of the distance between the new
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and the old value).
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### `var ewma = new EWMA(halfLifeMs, initialValue, clock)`
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* `halfLifeMs` - `{Number}` parameter representing the speed of convergence
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* `initialValue` - `{Number}` initial value
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* `clock` - Optional `{Number}` clock object used to read time, must support
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`Date.now()` style method. Defaults to `Date`.
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returns an object computing the ewma average
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### `ewma.insert(x)`
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* `x` - The next value, `ewma` will automatically compute the EWMA based on the
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clock difference between this value and the last time `insert` was
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called
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### `ewma.reset(x)`
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* `x` - Set the EWMA to exactly `x`.
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### `ewma.value()`
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Returns the current EWMA value.
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## Examples
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These are generated using a 500ms interval with a half life indicated in the
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key. For the source code, or to reproduce yourself, check the
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[Example](./example) directory.
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## Contributions
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Contributions welcome, please ensure `make` runs clean.
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## License
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MIT
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