daru

https://github.com/sciruby/daru

Ruby

Data Analysis in RUby

Daru::Maths::Statistics::Vector#ema

Exponential Moving Average.
Calculates an exponential moving average of the series using a
specified parameter. If wilder is false (the default) then the EMA
uses a smoothing value of 2 / (n + 1), if it is true then it uses the
Welles Wilder smoother of 1 / n.

Warning for EMA usage: EMAs are unstable for small series, as they
use a lot more than n observations to calculate. The series is stable
if the size of the series is >= 3.45 * (n + 1)

Source | Google | Stack overflow

Edit

git clone [email protected]:sciruby/daru.git

cd daru

open lib/daru/maths/statistics/vector.rb

Contribute

# Make a new branch

git checkout -b -your-name--update-docs-Daru--Maths--Statistics--Vector-ema-for-pr

# Commit to git

git add lib/daru/maths/statistics/vector.rbgit commit -m "better docs for Daru::Maths::Statistics::Vector#ema"

# Open pull request

gem install hub # on a mac you can `brew install hub`

hub fork

git push <your name> -your-name--update-docs-Daru--Maths--Statistics--Vector-ema-for-pr

hub pull-request

# Celebrate!