#include <gromacs/math/include/gromacs/math/exponentialmovingaverage.h>

Description

Evaluate the exponential moving average with bias correction.

The exponential moving average at the 0th data point $Y_0$ is $ S_0 = Y_0 $ and at the n-th data point $Y_n$ with n>0 it is $S_n = \alpha Y_n + (1-\alpha) S_{n-1}$ , where the smoothing factor $\alpha=1/t$ is determined via a time constant $t$ .

To avoid large impact of the first data point in a "burn-in" phase, the weight of points are unbiased by substituting for $S_{n-1}$ above, $\hat{S}_{n-1} = S_{n-1} / (1-\alpha^{n})$ .

Public Member Functions
	ExponentialMovingAverage (real timeConstant, const ExponentialMovingAverageState &state={})
	Construct by setting the time constant and state. Allows reinitiating with data from memory. More...

void	updateWithDataPoint (real dataPoint)
	Update the moving average with a data point.

real	biasCorrectedAverage () const
	The exponential weighted average with bias correction.

bool	increasing () const
	Returns true if last added data point increased the average.

const ExponentialMovingAverageState &	state () const
	Return the current state of the exponential moving average.

real	inverseTimeConstant () const
	The inverse time constant for the exponential moving average.

Constructor & Destructor Documentation

gmx::ExponentialMovingAverage::ExponentialMovingAverage	(	real	timeConstant,
		const ExponentialMovingAverageState &	state = `{}`
	)

Construct by setting the time constant and state. Allows reinitiating with data from memory.

Parameters

[in]	timeConstant	time in number of data points
[in]	state	of the exponential moving average

Exceptions

InconsistentInputError if timeConstant < 1

The documentation for this class was generated from the following files:

src/gromacs/math/include/gromacs/math/exponentialmovingaverage.h
src/gromacs/math/exponentialmovingaverage.cpp

Description

Public Member Functions

Constructor & Destructor Documentation