Averages
Library "Averages"
Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data.
triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.
startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.
weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
weightDefault: The default value to use when a weight is NA.
triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
startingWeight: The multiple to begin with when calculating the average. Higher numbers will decrease the bias.
exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.
arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).
Parameters:
src: The array to derive from.
len: The target length of the array.
omitNA: If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data.
triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.
startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.
weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
weightDefault: The default value to use when a weight is NA.
triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
startingWeight: The multiple to begin with when calculating the average. Higher numbers will decrease the bias.
exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.
arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).
Parameters:
src: The array to derive from.
len: The target length of the array.
omitNA: If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Release Notes:
v2 Fixed doc param name
Release Notes:
v3 Improved array from series function.
Release Notes:
v4 fixed exponential calc.
Release Notes:
v5 Fixed issue with exponential not tracking like ema.
Release Notes:
v6