kumulant

DecayingSum

@Serializable
@SerialName(value = "DecayingSum")
data class DecayingSum(val halfLifeMillis: Long) : SeriesStatSpec<DecayingSumResult> (source)

Spec for DecayingSumStat: time-decayed running sum with half-life weighting.

Constructors

DecayingSum

constructor(halfLifeMillis: Long)(source)

Properties

halfLifeMillis

Half-life of past contributions, in milliseconds.