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pandasx / EWM

Class: EWM<T> ​

Defined in: src/window.ts:524

Exponentially weighted window (series.ewm({ span: 10 }).mean()).

Type Parameters ​

Type ParameterDefault type
T extends WindowTargetWindowTarget

Constructors ​

Constructor ​

new EWM<T>(target, options): EWM<T>

Defined in: src/window.ts:531

Parameters ​

ParameterType
targetT
optionsEwmOptions

Returns ​

EWM<T>

Methods ​

corr() ​

corr(other): T

Defined in: src/window.ts:606

Parameters ​

ParameterType
otherSeries

Returns ​

T


cov() ​

cov(other, options?): T

Defined in: src/window.ts:601

Parameters ​

ParameterType
otherSeries
options{ bias?: boolean; }
options.bias?boolean

Returns ​

T


mean() ​

mean(): T

Defined in: src/window.ts:553

Returns ​

T


std() ​

std(options?): T

Defined in: src/window.ts:597

Parameters ​

ParameterType
options{ bias?: boolean; }
options.bias?boolean

Returns ​

T


sum() ​

sum(): T

Defined in: src/window.ts:580

Returns ​

T


var() ​

var(options?): T

Defined in: src/window.ts:595

Parameters ​

ParameterType
options{ bias?: boolean; }
options.bias?boolean

Returns ​

T

Released under the MIT License.