IrregularMovingAverage.update

Generates an updated moving average with a new data point, using the specified discount coefficient. The new moving average is returned as a new struct instance, rather than mutating the internal struct data.

struct IrregularMovingAverage(Time = time_t, Value = real)
void
update
(
Value value
,)

Parameters

value Value

new data value to include in the average

value_time Time

observation time of the value provided

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