ursatoro/filter

Types

KalmanState

pub type KalmanState {
  KalmanState(estimate: Float, error_cov: Float)
}

Constructors

KalmanState(estimate: Float, error_cov: Float)

Values

kalman_new

</>

pub fn kalman_new(initial_price: Float) -> KalmanState

kalman_smooth

</>

pub fn kalman_smooth(
  prices: List(Float),
  q: Float,
  r: Float,
) -> Result(List(Float), util.IndicatorError)

kalman_update

</>

pub fn kalman_update(
  state: KalmanState,
  observation: Float,
  q: Float,
  r: Float,
) -> KalmanState

savitzky_golay

</>

pub fn savitzky_golay(
  prices: List(Float),
  window_length window_length: Int,
  polyorder polyorder: Int,
) -> Result(List(Float), util.IndicatorError)