kumulant

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

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constructor(alpha: Double)

Properties

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

Functions

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Alpha

constructor(alpha: Double)(source)

alpha

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

toDecayWeighting