Variable Smooth Factor Exponential Moving Average statistic. More...

#include <Statistic.h>

Inheritance diagram for agxUtil::VariableSmoothFactorEMAStatistic:

Public Member Functions
	VariableSmoothFactorEMAStatistic (agx::Real maxSmoothingFactor, agx::Real initialObservation=0)

virtual	~VariableSmoothFactorEMAStatistic ()

virtual agx::Real	update (agx::Real observation)
	Updates the statistic given the current observation and returns the current value of this statistic.

Public Member Functions inherited from agxUtil::ExponentialMovingAverageStatistic
	ExponentialMovingAverageStatistic (agx::Real smoothFactor, agx::Real initialObservation=0)

virtual	~ExponentialMovingAverageStatistic ()

virtual agx::Real	get () const

agx::Real	getSmoothFactor () const

void	set (agx::Real val)
	Set the raw value of the statistic scalar.

void	setSmoothFactor (agx::Real smoothFactor)

virtual agx::Real	update (agx::Real observation)
	Updates the statistic given the current observation and returns the current value of this statistic.

Public Member Functions inherited from agxUtil::Statistic
virtual	~Statistic ()

virtual agx::Real	get () const =0

virtual agx::Real	update (agx::Real observation)=0
	Updates the statistic given the current observation and returns the current value of this statistic.

Static Public Member Functions
static StatisticHandleRef	make_statistic (agx::Real maxSmoothingFactor, agx::Real initialObservation=0)

Static Public Member Functions inherited from agxUtil::ExponentialMovingAverageStatistic
static StatisticHandleRef	make_statistic (agx::Real maxSmoothingFactor, agx::Real initialObservation=0)

Additional Inherited Members
Protected Attributes inherited from agxUtil::ExponentialMovingAverageStatistic
agx::Real	m_s

agx::Real	m_smoothFactor

Detailed Description

Variable Smooth Factor Exponential Moving Average statistic.

During update, this class calculates a suitable smoothing factor to eliminate any sudden peaks in the observations (i.e., the smoothing factor goes to zero).

Definition at line 147 of file Statistic.h.

Constructor & Destructor Documentation

◆ VariableSmoothFactorEMAStatistic()

agxUtil::VariableSmoothFactorEMAStatistic::VariableSmoothFactorEMAStatistic	(	agx::Real	maxSmoothingFactor,
		agx::Real	initialObservation = `0`
	)

inline

Parameters

maxSmoothingFactor	- the maximum smoothing factor (min smoothing factor is zero)
initialObservation	- the initial observation

Definition at line 154 of file Statistic.h.

◆ ~VariableSmoothFactorEMAStatistic()

virtual agxUtil::VariableSmoothFactorEMAStatistic::~VariableSmoothFactorEMAStatistic ( )

inlinevirtual

Definition at line 167 of file Statistic.h.

Member Function Documentation

◆ make_statistic()

static StatisticHandleRef agxUtil::VariableSmoothFactorEMAStatistic::make_statistic	(	agx::Real	maxSmoothingFactor,
		agx::Real	initialObservation = `0`
	)

inlinestatic

Definition at line 169 of file Statistic.h.

◆ update()

virtual agx::Real agxUtil::VariableSmoothFactorEMAStatistic::update ( agx::Real observation )

inlinevirtual

Updates the statistic given the current observation and returns the current value of this statistic.

Parameters

observation - the current observation

Returns: the current value of this statistic

Reimplemented from agxUtil::ExponentialMovingAverageStatistic.

Definition at line 157 of file Statistic.h.

References agx::clamp().

The documentation for this class was generated from the following file:

Statistic.h

Public Member Functions

Static Public Member Functions