Struct Ema

pub struct Ema {
    alpha: f64,
    value: Option<f64>,
}

Exponential moving average (EMA) over scalar samples.

Stores a single f64 state and updates it in O(1) time with O(1) memory. This is also called an exponentially weighted moving average; older samples are never dropped, but their influence on the average decays exponentially.

With a new sample x, the EMA is updated as: ema = alpha * x + (1.0 - alpha) * ema_prev

alpha ∈ (0, 1) is the weight of the newest sample, whereas 1 - alpha is the weight of the previous EMA value. alpha is called the smoothing factor: larger alpha reacts faster to sample changes, while smaller alpha smooths the average.

You can construct this type from a half-life integer by using Ema::from_half_life. After half_life updates, a sample contributes half as much as when it was added. With half-life H, the most recent N samples contribute 1 - 2^(-N/H) of the total weight (once warmed up). Example: if H = 50, newest 50 samples = 50%, 100 = 75%, 150 = 87.5%, etc.

Fields

alpha: f64

Smoothing factor: weight of the newest sample.

value: Option<f64>

Current EMA value, if any samples have been added.

Implementations

impl Ema

pub fn with_half_life_50() -> Self

EMA preset: half-life 50 samples (good default for peer message latency).

pub fn with_half_life_1000() -> Self

EMA preset: half-life 1000 samples (low noise, good for e.g., block validation time).

pub fn from_half_life(half_life: NonZeroU16) -> Self

Constructs an EMA from a half-life measured in samples.

After half_life updates, a sample’s weight is halved. This chooses: alpha = 1 - 2^(-1/half_life).

fn new(alpha: f64) -> Self

Constructs an EMA from alpha in (0, 1). Panics if alpha is outside this range.

pub fn add(&mut self, x: f64)

Adds a sample to the EMA.

pub fn value(&self) -> Option<f64>

Returns the current EMA value, or None if no samples have been added yet.

pub fn alpha(&self) -> f64

Returns the alpha smoothing factor used by this EMA.

Trait Implementations

impl Clone for Ema

fn clone(&self) -> Ema

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Ema

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.