kumulant
com.eignex.kumulant/schema/spec/DecayingVariance

DecayingVariance

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

Spec for DecayingVarianceStat: time-decayed running variance with half-life weighting.

Constructors

DecayingVariance

constructor(halfLifeMillis: Long)(source)

Properties

halfLifeMillis

val halfLifeMillis: Long(source)

Half-life of past contributions, in milliseconds.