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

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.

Namespace: Imsl.Chart2D.QC
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

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

Public Sub New ( 
	axis As AxisXY,
	data As Double(),
	lambda As Double,
	expectedMean As Double,
	expectedStandardDeviation As Double
)

public:
EWMA(
	AxisXY^ axis, 
	array<double>^ data, 
	double lambda, 
	double expectedMean, 
	double expectedStandardDeviation
)

new : 
        axis : AxisXY * 
        data : float[] * 
        lambda : float * 
        expectedMean : float * 
        expectedStandardDeviation : float -> EWMA

Parameters

axis: Type: Imsl.Chart2DAxisXY
The AxisXY parent of this node.
data: Type: SystemDouble
An array containing data.
lambda: Type: SystemDouble
The decay parameter. It is usually between 0.2 and 0.3.
expectedMean: Type: SystemDouble
The expected mean of the data.
expectedStandardDeviation: Type: SystemDouble
The expected standard deviation of the data.

Exceptions

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

Reference

EWMA Class

EWMA Overload

Imsl.Chart2D.QC Namespace