Are you trying to calculate an Exponentially Weighted Moving Average?
If so then you might want to read this forum thread:
http://www.jsoftware.com/pipermail/programming/2008-September/012296.html
2009/11/16 Richard Kubina <rjkub...@oakland.edu>:
> Hi, first time poster, new J user.
> I cannot figure out how to do a certain sorta algorithm in J without a for
> loop.
> I have an array of data:
> a1=: 10 7 8 3 5
>
> and the other to be calculated iteratively, except for the first value which
> is already known.
> a2=: 6
>
> So I need to take the 6 and pair it with 10, do some calculations append the
> new number to the end of a2.
> I used this function to do this
>
> GetEWMAData =: monad : 'for_x. }.SubGroupedData do. EWMAData=:EWMAData,
> (lambda*x)+((1-lambda)*({:EWMAData)) end.'
>
> where lambda is 0.2, SubGroupedData is a1 here and EWMAData is a2, getting
> updated by appending the new number to the end of the list.
> Is there a way to do this without having the reassigning EWMAData itself
> with something appended to it, and using a for loop?
> Thanks!
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