forge/blade/lib/ray.py [31:60]:
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
class CMA():
   def __init__(self):
      self.t = 1.0
      self.cma = None

   def update(self, x):
      if self.cma is None:
         self.cma = x
         return
      self.cma = (x + self.t*self.cma)/(self.t+1)
      self.t += 1.0

#Continuous moving average
class CMV():
   def __init__(self):
      self.cma = CMA()
      self.cmv = None

   def update(self, x):
      if self.cmv is None:
         self.cma.update(x)
         self.cmv = 0
         return
      prevMean = self.cma.cma
      self.cma.update(x)
      self.cmv += (x-prevMean)*(x-self.cma.cma)

   @property
   def stats(self):
      return self.cma.cma, self.cmv
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -



forge/blade/lib/utils.py [139:168]:
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
class CMA():
   def __init__(self):
      self.t = 1.0
      self.cma = None

   def update(self, x):
      if self.cma is None:
         self.cma = x
         return
      self.cma = (x + self.t*self.cma)/(self.t+1)
      self.t += 1.0

#Continuous moving average
class CMV():
   def __init__(self):
      self.cma = CMA()
      self.cmv = None

   def update(self, x):
      if self.cmv is None:
         self.cma.update(x)
         self.cmv = 0
         return
      prevMean = self.cma.cma
      self.cma.update(x)
      self.cmv += (x-prevMean)*(x-self.cma.cma)

   @property
   def stats(self):
      return self.cma.cma, self.cmv
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -