Library "Averages" Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data.
triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight. Parameters: src: The array to derive the average from. startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.
weighted(src, weights, weightDefault) Calculates the weighted average of a set of values. Parameters: src: The array to derive the average from. weights: The array containing the weights for the source. weightDefault: The default value to use when a weight is NA.
triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple. Parameters: src: The array to derive the average from. weights: The array containing the weights for the source. startingWeight: The multiple to begin with when calculating the average. Higher numbers will decrease the bias.
exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight. Parameters: src: The array to derive the average from.
arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest). Parameters: src: The array to derive from. len: The target length of the array. omitNA: If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Notas de Lançamento
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v2 Fixed doc param name
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v3 Improved array from series function.
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v4 fixed exponential calc.
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v5 Fixed issue with exponential not tracking like ema.