Moving average Packages

Financial technology utilities.

A package for calculating various financial indicators

Create an iterator which iteratively computes a moving arithmetic mean.

Create an iterator which iteratively computes a moving arithmetic mean of absolute values.

Create an iterator which iteratively computes a moving arithmetic mean of squared absolute values.

Compute a moving geometric mean incrementally.

Compute a moving harmonic mean incrementally.

Compute a moving arctangent mean absolute percentage error (MAAPE) incrementally.

Compute a moving mean absolute error (MAE) incrementally.

Compute a moving mean directional accuracy (MDA) incrementally.

Compute a moving mean error (ME) incrementally.

Compute an exponentially weighted mean incrementally.

Compute a moving mean absolute percentage error (MAPE) incrementally.

Compute a moving arithmetic mean incrementally.

Compute a moving arithmetic mean of absolute values incrementally.

Compute a moving arithmetic mean of squared absolute values incrementally.

Compute a moving arithmetic mean and corrected sample standard deviation incrementally.

Compute a moving arithmetic mean and unbiased sample variance incrementally.

Compute a moving mean percentage error (MPE) incrementally.