kumulant
com.eignex.kumulant/schema/spec/DecayingMean

DecayingMean

@Serializable
@SerialName(value = "DecayingMean")
data class DecayingMean(val weighting: HalfLife) : SeriesStatSpec<DecayingMeanResult> (source)

Spec for DecayingMeanStat: time-decayed running mean with HalfLife weighting.

Constructors

DecayingMean

constructor(weighting: HalfLife)(source)

Properties

weighting

val weighting: HalfLife(source)

Half-life schedule applied to past contributions.