Module: Math::Stats::TimeSeries

Defined in:
lib/ruuuby/math/stats/time_series.rb

Class Method Summary collapse

Class Method Details

.aroon_down(data, n) ⇒ Array

Parameters:

Returns:

Raises:

  • (ArgumentError)


137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
# File 'lib/ruuuby/math/stats/time_series.rb', line 137

def self.aroon_down(data, n)
  

.aroon_oscillator(data, n) ⇒ Array

Parameters:

Returns:

Raises:

  • (ArgumentError)


163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
# File 'lib/ruuuby/math/stats/time_series.rb', line 163

def self.aroon_oscillator(data, n)
  

.aroon_up(data, n) ⇒ Array

Parameters:

Returns:

Raises:

  • (ArgumentError)


111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
# File 'lib/ruuuby/math/stats/time_series.rb', line 111

def self.aroon_up(data, n)
  

.exponential_moving_average(data, n, smoothing_constant = 2.0) ⇒ Array Also known as: ema

Examples:


Parameters:

Returns:

Raises:

  • (ArgumentError)


27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
# File 'lib/ruuuby/math/stats/time_series.rb', line 27

def self.exponential_moving_average(data, n, smoothing_constant=2.0)
  

.simple_moving_average(data, n) ⇒ Array Also known as: sma

Parameters:

Returns:

Raises:

  • (ArgumentError)


85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
# File 'lib/ruuuby/math/stats/time_series.rb', line 85

def self.simple_moving_average(data, n)
  

.weighted_moving_average(data, n) ⇒ Array Also known as: wma

Parameters:

Returns:

Raises:

  • (ArgumentError)


56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
# File 'lib/ruuuby/math/stats/time_series.rb', line 56

def self.weighted_moving_average(data, n)