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This commit is contained in:
Frank Denis 2021-04-27 14:28:39 +02:00
parent 58e1410e66
commit d751781996
200 changed files with 13906 additions and 3970 deletions
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1
vendor/github.com/VividCortex/ewma/.gitignore generated vendored
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.DS_Store
.*.sw?
/coverage.txt

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vendor/github.com/VividCortex/ewma/.whitesource generated vendored Normal file
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{
"settingsInheritedFrom": "VividCortex/whitesource-config@master"
}

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vendor/github.com/VividCortex/ewma/README.md generated vendored
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# EWMA [![GoDoc](https://godoc.org/github.com/VividCortex/ewma?status.svg)](https://godoc.org/github.com/VividCortex/ewma) ![Build Status](https://circleci.com/gh/VividCortex/moving_average.png?circle-token=1459fa37f9ca0e50cef05d1963146d96d47ea523)
# EWMA
[![GoDoc](https://godoc.org/github.com/VividCortex/ewma?status.svg)](https://godoc.org/github.com/VividCortex/ewma)
![build](https://github.com/VividCortex/ewma/workflows/build/badge.svg)
[![codecov](https://codecov.io/gh/VividCortex/ewma/branch/master/graph/badge.svg)](https://codecov.io/gh/VividCortex/ewma)
This repo provides Exponentially Weighted Moving Average algorithms, or EWMAs for short, [based on our
Quantifying Abnormal Behavior talk](https://vividcortex.com/blog/2013/07/23/a-fast-go-library-for-exponential-moving-averages/).
@ -103,23 +107,24 @@ View the GoDoc generated documentation [here](http://godoc.org/github.com/VividC
```go
package main
import "github.com/VividCortex/ewma"
func main() {
samples := [100]float64{
4599, 5711, 4746, 4621, 5037, 4218, 4925, 4281, 5207, 5203, 5594, 5149,
}
samples := [100]float64{
4599, 5711, 4746, 4621, 5037, 4218, 4925, 4281, 5207, 5203, 5594, 5149,
}
e := ewma.NewMovingAverage() //=> Returns a SimpleEWMA if called without params
a := ewma.NewMovingAverage(5) //=> returns a VariableEWMA with a decay of 2 / (5 + 1)
e := ewma.NewMovingAverage() //=> Returns a SimpleEWMA if called without params
a := ewma.NewMovingAverage(5) //=> returns a VariableEWMA with a decay of 2 / (5 + 1)
for _, f := range samples {
e.Add(f)
a.Add(f)
}
for _, f := range samples {
e.Add(f)
a.Add(f)
}
e.Value() //=> 13.577404704631077
a.Value() //=> 1.5806140565521463e-12
e.Value() //=> 13.577404704631077
a.Value() //=> 1.5806140565521463e-12
}
```

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vendor/github.com/VividCortex/ewma/codecov.yml generated vendored Normal file
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coverage:
status:
project:
default:
threshold: 15%
patch: off

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vendor/github.com/VividCortex/ewma/go.mod generated vendored Normal file
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module github.com/VividCortex/ewma
go 1.12