safepine_os.math.filters

Members

Functions

Butterworth
Matrix Butterworth(Matrix X_IN, double A, double w_n, double epsilon)
EMA
Matrix EMA(Matrix X_IN, double alpha)
SMA
Matrix SMA(Matrix X_IN, int window_size_IN)
backfilledSMA
Matrix backfilledSMA(Matrix prices, int window)
filter
Matrix filter(Matrix B, Matrix A, Matrix X, Matrix Zi)
zero_phase
Matrix zero_phase(Matrix B, Matrix A, Matrix X)