NAME

Math::EWMA - EWMA in object form

SYNOPSIS

            

              
              
use Math::EWMA;
my $ewma = Math::EWMA->new(alpha => $n);
$ewma->ewma($value);
            
          

DESCRIPTION

Implements an exponential moving average with a weight of $alpha in object form. http://en.wikipedia.org/wiki/Moving_average

new

Create a new EWMA object with alpha $n.

            

              
              
my $ewma = Math::EWMA->new(alpha => $n);
            
          

An alpha value of 2/(N+1) is roughly equivalent to a simple moving average of N periods

ewma

Add value to series and return the current exponential moving average

            

              
              
$ewma->ewma($current);
            
          

$current is the current live value

Returns last_avg if called with no arguments.

precision

The precision level for decimal places. Defaults to 2.

last_avg

The current value of the EWMA series. If you want to continue a series from a previous time, then pass that value in during object construction:

            

              
              
my $ewma = Math::EWMA->new(alpha => .125, last_avg => 45.754);
            
          

AUTHORS

Samuel Smith <esaym@cpan.org>

BUGS

See http://rt.cpan.org to report and view bugs.

SOURCE

The source code repository for Math::EWMA can be found at https://github.com/smith153/Math-EWMA.

COPYRIGHT

Copyright 2015 by Samuel Smith <esaym@cpan.org>.

This program is free software; you can redistribute it and/or modify it under the same terms as Perl itself.

See http://www.perl.com/perl/misc/Artistic.html