IMSL C# Numerical Library

EWMA Constructor (AxisXY, Double[], Double, Double, Double)

Creates an exponentially weighted moving average chart using the given values for the expected mean and standard deviation.

public EWMA(
   AxisXY axis,
   double[] data,
   double lambda,
   double expectedMean,
   double expectedStandardDeviation
);

Parameters

axis
The AxisXY parent of this node.
data
An array containing data.
lambda
The decay parameter. It is usually between 0.2 and 0.3.
expectedMean
The expected mean of the data.
expectedStandardDeviation
The expected standard deviation of the data.

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