moving_average() [1/2]

template<typename T >

T MayaFlux::Kinesis::moving_average ( const Memory::HistoryBuffer< T > &  history, size_t  window  )

inlinenoexcept

Simple moving average over the newest window samples.

Template Parameters

T	Sample type

Parameters

history	Buffer with capacity >= window
window	Number of samples to average, minimum 1

Returns

Mean of history[0..window-1]

Not a derivative. Included alongside the differential family because a common pattern is smoothing the raw signal before differentiating it rather than smoothing the derivative after the fact; the two produce different noise characteristics and callers should be able to reach for either without leaving this file.

Definition at line 238 of file Differential.hpp.

{
    using S = scalar_t<T>;
    window = window < 1 ? 1 : window;
    T acc = history[0];
    for (size_t i = 1; i < window; ++i)
        acc = acc + history[i];
    return acc / static_cast<S>(window);
}

Referenced by centroid(), and moving_average().

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