moving_average.cpp

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#include "moving_average.h"
 
namespace sablib {
 
//
// Implementation of MovingAverage() function, std::vector<double> version
//
const std::vector<double> MovingAverage(const std::vector<double> & y, const unsigned int n)
{
    Eigen::VectorXd yy = Eigen::VectorXd::Map(y.data(), y.size());
 
    Eigen::VectorXd result = MovingAverage(yy, n);
 
    std::vector<double> result_y(result.size());
    Eigen::VectorXd::Map(result_y.data(), result_y.size()) = result;
 
    return result_y;
}
 
//
// Implementation of WeightedMovingAverage() function, std::vector<double> version
//
const std::vector<double> WeightedMovingAverage(const std::vector<double> & y, const std::vector<double> & w)
{
    Eigen::VectorXd yy = Eigen::VectorXd::Map(y.data(), y.size());
    Eigen::VectorXd ww = Eigen::VectorXd::Map(w.data(), w.size());
 
    Eigen::VectorXd result = WeightedMovingAverage(yy, ww);
 
    std::vector<double> result_y(result.size());
    Eigen::VectorXd::Map(result_y.data(), result_y.size()) = result;
 
    return result_y;
}
 
}; // namespace sablib