RollingAverage

RollingAverage

Utility to efficiently compute the rolling average and variance over a sliding window of samples

Hierarchy

  • RollingAverage

Index

Constructors

Properties

Methods

Constructors

constructor

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  • constructor

    Parameters

    • length: number

      The number of samples required to saturate the sliding window

    Returns RollingAverage

Properties

average

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average: number

Current average

variance

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variance: number

Current variance

Methods

add

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  • add(v: number): void
  • Adds a sample to the sample set

    Parameters

    • v: number

      The sample value

    Returns void

history

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  • history(i: number): number
  • Returns previously added values or null if outside of history or outside the sliding window domain

    Parameters

    • i: number

      Index in history. For example, pass 0 for the most recent value and 1 for the value before that

    Returns number

    Value previously recorded with add() or null if outside of range

isSaturated

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  • isSaturated(): boolean
  • Returns true if enough samples have been taken to completely fill the sliding window

    Returns boolean

    true if sample-set saturated

reset

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  • reset(): void
  • Resets the rolling average (equivalent to 0 samples taken so far)

    Returns void

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