ewma {EATME}

EWMA chart statistics of the data

Description

A conventional exponential weighted moving average (EWMA) charting statistic evaluated by the data.

Usage

ewma(data, lambda, EWMA0)

Arguments

data

An one-dimensional random variable.

lambda

An EWMA smooth constant, which is a scalar in [0,1].

EWMA0

A starting point of EWMA charting statistic.

Value

A vector of EWMA charting statistics of data at different t times.

Examples

x = rnorm(20,0,1)
ewma(x,0.05,0)