kumulant
com.eignex.kumulant/schema/Alpha

Alpha

@Serializable
@SerialName(value = "Alpha")
data class Alpha(val alpha: Double) : DecayWeightingSpec(source)

Per-observation decay: each new sample carries weight alpha against the running estimate.

Constructors

Alpha

constructor(alpha: Double)(source)

Properties

alpha

val alpha: Double(source)

Smoothing factor in (0, 1]; larger = more weight on recent samples.

Functions

toDecayWeighting

fun toDecayWeighting(): DecayWeighting.Alpha(source)

Inflate to the runtime DecayWeighting.Alpha form.