ewma

Documentation

Index

• type Rate
  • func New(lifetime time.Duration) *Rate
  • func NewHalfLife(halflife time.Duration) *Rate
  • func (r *Rate) LastUpdate() time.Time
  • func (r *Rate) Update(v float64)
  • func (r *Rate) UpdateAt(v float64, t int64)
  • func (r *Rate) Value() float64
  • func (r *Rate) ValueAt(t int64) float64

Types

type Rate

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

Rate is an exponentially weighted moving average event rate. The rate is always calculated per second and samples are summed up within the second duration.

func New

func New(lifetime time.Duration) *Rate

New creates a new rate with a given lifetime.

lifetime is the time required for the decaying quantity to reduced to 1⁄e ≈ 0.367879441 times its initial value.

func NewHalfLife

func NewHalfLife(halflife time.Duration) *Rate

NewHalfLife creates a new rate with a given half-life.

halflife is the time required for the decaying quantity to fall to one half of its initial value.

func (*Rate) LastUpdate

func (r *Rate) LastUpdate() time.Time

func (*Rate) Update

func (r *Rate) Update(v float64)

func (*Rate) UpdateAt

func (r *Rate) UpdateAt(v float64, t int64)

func (*Rate) Value

func (r *Rate) Value() float64

func (*Rate) ValueAt

func (r *Rate) ValueAt(t int64) float64