IMSL C# Numerical Library

EWMA Constructor (AxisXY, Double[], Double)

Creates an exponentially weighted moving average chart. The expected mean and standard deviation are computed from the sample data.

public EWMA(
   AxisXY axis,
   double[] x,
   double lambda
);

Parameters

axis
The AxisXY parent of this node
x
An array containing the data.
lambda
The decay parameter. It is usually between 0.2 and 0.3.

Exceptions

Exception Type Condition
ArgumentException is thrown if 0 \lt \lambda \le 1 does not hold.

See Also

EWMA Class | Imsl.Chart2D.QC Namespace | EWMA Constructor Overload List