kumulant/com.eignex.kumulant.stat.decay/DecayWeighting/Alpha

Alpha

class Alpha(val alpha: Double) : DecayWeighting(source)

Weight-driven decay: alpha given explicitly, progress measured in cumulative weight.

Constructors

Alpha

constructor(alpha: Double)

Properties

alpha

open override val alpha: Double

Decay rate; larger alpha means faster decay.

Functions

correction

open fun correction(w: Double): Double

Bias-correction factor 1 - exp(-alpha*w), the fraction of a running exponentially weighted mean's bias that has been "worked off" after observing cumulative weight w. Returns 0 for w = 0 to avoid 0/0 when no observations have arrived.

Alpha

constructor(alpha: Double)(source)

alpha

open override val alpha: Double(source)

Decay rate; larger alpha means faster decay.