If you gather the definitions and put them in a script, it could be added to the 'stats/base' addon or the 'math/misc' addon.
> From: Matthew Brand > > Might be a good idea to have MA, SMA, WMA and EWMA (+ anymore !?) in > a library file somewhere so that people can just say: > > require 'movingAverages' NB. Or whatever the J team want to call it. > > I suspect that a lot of J users are re-inventing the wheel on this > one. And in my case at least, probably doing a bad job of it! > > 2009/11/29 Fraser Jackson <[email protected]>: > > In J we often have both arguments arrays > > > > When the shape of one is a prefix of the shape of the other, the > following > > gives a weighted mean and two functions with consistent monadic and > dyadic > > use > > NObs =: # : (+/ @([+((0&*)@]))) > > Mean =: (+/%#) : ((+/@([*]))%([NObs])) > > > > In the general case there is often a kernel function to generate the > > weights. In that case > > constructing a conjunction to specify the changing weights for each > point is > > worth the effort. It is then easy to explore the effect of > different > > weighting functions adn to change the points at which weights are > evaluated. > > > > ----- Original Message ----- > > From: "Brian Schott" <[email protected]> > > To: "Programming forum" <[email protected]> > > Sent: Sunday, November 29, 2009 11:41 AM > > Subject: Re: [Jprogramming] Moving averages of data > > > > > >> Here are some ideas for weighted average (wa) and weighted moving > average > >> (wma) > >> > >> wa > >> * %&(+/) [ > >> wma > >> [ wa"1 #...@[ ]\ ] > >> 1 2 wa 10 20 > >> 16.6667 > >> 1 1 wa 10 20 > >> 15 > >> 1 2 1 wa 10 20 30 > >> 20 > >> 1 2 1 wma 10 20 30 40 50 > >> 20 30 40 > >> > >> A recent thread discussed EWMA's > >> http://www.jsoftware.com/pipermail/programming/2009- > November/016898.html > >> -------------------------------------------------------------------- > -- > >> For information about J forums see > http://www.jsoftware.com/forums.htm > > > > > > --------------------------------------------------------------------- > - > > For information about J forums see > http://www.jsoftware.com/forums.htm > > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
