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exponential_smoothing_into

Function exponential_smoothing_into 

Source
pub fn exponential_smoothing_into(
    values: &[f64],
    alpha: f64,
    out: &mut [f64],
) -> Option<usize>
Expand description

Single (Brown’s) exponential smoothing with factor alpha ∈ (0, 1], written into out (same length as values).

s_0 = x_0; s_t = alpha·x_t + (1 − alpha)·s_{t−1}. Returns the number of values written, or None if the series is empty, out is too small, or alpha is not in (0, 1].