maths

type EWMA ¶

type EWMA struct {
	// contains filtered or unexported fields
}

EWMA is an exponentially weighted moving average supporting updates at irregular intervals with at most nanosecond resolution. The zero value will compute a half-life of 1 second. It is not safe for concurrent use. TODO(raggi): de-duplicate with tstime/rate.Value, which has a more complex and synchronized interface and does not provide direct access to the stable value.

func NewEWMA(halfLifeSeconds float64) *EWMA

func (e *EWMA) Get() float64

func (e *EWMA) Reset()

func (e *EWMA) Update(value float64, t time.Time)