Estimate()

MayaFlux::Kinesis::Stochastic::Estimate::Estimate ( EstimateModel  model = EstimateModel::EWM_VARIANCE, double  adapt_rate = 0.05, size_t  window = 32  )

explicit

Constructs an estimator with the specified model.

Parameters

model	Characterization strategy (default: EWM_VARIANCE)
adapt_rate	Blend rate for EWM_VARIANCE, ignored by other models. Smaller values remember longer, larger values adapt faster. Range (0, 1].
window	Sample count for windowed models (ROLLING_VARIANCE, MEDIAN_ABSOLUTE_DEVIATION, QUIET_PERIOD_FLOOR, TREND). Ignored by EWM_VARIANCE.

Definition at line 5 of file Estimate.cpp.

    : m_model(model)
    , m_adapt_rate(adapt_rate)
    , m_window(window == 0 ? 1 : window)
    , m_history(m_window)
{
}