added EWMA functionality and tests #27
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Given that this is likely to be the most computationally expensive part, can we expand it into a while loop for efficiency? This would also allow us to avoid calling toArray on the vectors, which requires making copies.
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This is the latest version: incorporates style changes, changing objective function to use while loop, and changed optimization to use gradient descent approach |
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This looks great. Merging it in. |
sryza
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Jun 18, 2015
added EWMA functionality and tests
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added a ewma class and tests