safepine_os.math.filters

Copyright (C) 2026 Safepine LLC

This file is part of Safepine OS.

Safepine OS is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

Safepine OS is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.

You should have received a copy of the GNU Lesser General Public License along with Safepine OS. If not, see <https://www.gnu.org/licenses/>.

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)