kumulant

DecayingVarianceResult

@Serializable
@SerialName(value = "DecayingVarianceResult")
data class DecayingVarianceResult(val mean: Double, val variance: Double, val totalWeights: Double, val timestampNanos: Long) : HasObservationCount(source)

Snapshot of an exponentially time-decayed weighted variance at timestampNanos.

Constructors

DecayingVarianceResult

constructor(mean: Double, variance: Double, totalWeights: Double, timestampNanos: Long)(source)

Properties

mean

Time-decayed weighted running mean.

stdDev

Square root of variance.

timestampNanos

Wall-clock timestamp (nanoseconds) at which the snapshot was taken.

totalWeights

open override val totalWeights: Double(source)

Effective weight of observations still contributing (decays with time).

variance

Time-decayed weighted running variance.

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open val isEmpty: Boolean

True when no observation has been folded in, so every other field is a placeholder.