smoothing

Documentation

Index

• Variables
• func Estimate(fe *FilterEstimate) big.Int
• func ExtrapolatedCumSumOfRatio(delta abi.ChainEpoch, relativeStart abi.ChainEpoch, ...) big.Int
• type FilterEstimate
  • func NewEstimate(position, velocity big.Int) FilterEstimate
  • func (t *FilterEstimate) MarshalCBOR(w io.Writer) error
  • func (t *FilterEstimate) UnmarshalCBOR(r io.Reader) (err error)

Variables

var (
	DefaultAlpha big.Int // Q.128 value of 9.25e-4
	DefaultBeta  big.Int // Q.128 value of 2.84e-7

	ExtrapolatedCumSumRatioEpsilon big.Int // Q.128 value of 2^-50
)

Functions

func Estimate

func Estimate(fe *FilterEstimate) big.Int

Returns the Q.0 position estimate of the filter

func ExtrapolatedCumSumOfRatio

func ExtrapolatedCumSumOfRatio(delta abi.ChainEpoch, relativeStart abi.ChainEpoch, estimateNum, estimateDenom FilterEstimate) big.Int

Extrapolate the CumSumRatio given two filters. Output is in Q.128 format

Types

type FilterEstimate

type FilterEstimate struct {
	PositionEstimate big.Int // Q.128
	VelocityEstimate big.Int // Q.128
}

Alpha Beta Filter "position" (value) and "velocity" (rate of change of value) estimates Estimates are in Q.128 format

func NewEstimate

func NewEstimate(position, velocity big.Int) FilterEstimate

Create a new filter estimate given two Q.0 format ints.

func (*FilterEstimate) MarshalCBOR

func (t *FilterEstimate) MarshalCBOR(w io.Writer) error

func (*FilterEstimate) UnmarshalCBOR

func (t *FilterEstimate) UnmarshalCBOR(r io.Reader) (err error)