PINE LIBRARY

Averages

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Library "Averages"
Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data.

triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.
startingWeight: The weight to begin with when calculating the average. Higher numbers will decrease the bias.

weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
weightDefault: The default value to use when a weight is NA.

triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.
Parameters:
src: The array to derive the average from.
weights: The array containing the weights for the source.
startingWeight: The multiple to begin with when calculating the average. Higher numbers will decrease the bias.

exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.
Parameters:
src: The array to derive the average from.

arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).
Parameters:
src: The array to derive from.
len: The target length of the array.
omitNA: If true, NA values will not be added to the array and the resultant array may be shorter than the target length.

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v2 Fixed doc param name

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v3 Improved array from series function.

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v4 fixed exponential calc.

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v5 Fixed issue with exponential not tracking like ema.

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