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

HalfLife

class HalfLife(val halfLife: Duration) : DecayWeighting(source)

Time-driven decay: alpha = ln(2) / halfLife, progress measured in nanoseconds.

Constructors

HalfLife

constructor(halfLife: Duration)

Properties

alpha

open override val alpha: Double

Decay rate; larger alpha means faster decay.

halfLife

val halfLife: Duration

Wall-clock half-life of past contributions.

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.

HalfLife

constructor(halfLife: Duration)(source)

alpha

open override val alpha: Double(source)

Decay rate; larger alpha means faster decay.

halfLife

val halfLife: Duration(source)

Wall-clock half-life of past contributions.