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Given a period and a sequence of values, calculates the moving average of the input. E.g., given a period of 4 and a sequence of { 2.0, 8.0, 12.0, 10.0, 6.0, 4.0, 14.0 }, the result of this function is { 8.0, 9.0, 8.0, 8.5 }.
Source code
let movingAverage (period : int) (values : float seq) = Seq.zip values (Seq.skip period values) |> Seq.scan (fun last (prev, cur) -> last - prev + cur) (values |> Seq.take period |> Seq.sum) |> Seq.map (fun x -> x / float(period))
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sequences
average
sequences
average
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