Initialize EWMA cache for a set of observations. Builds the full weight matrix once (O(n^2)), computes EWMA values.

Initialize EWMA cache for a set of observations. Builds the full weight matrix once (O(n^2)), computes EWMA values.

Usage

adult_ewma_cache_init(agedays, meas, ewma_exp = -5, ewma_window = 15)

Arguments

agedays

Sorted age in days

meas

Measurements (same order as agedays)

ewma_exp

Exponent for distance weighting (default -5)

ewma_window

Maximum number of positions on each side included in the EWMA (default 15)

Value

Cache list with delta matrix, weighted sums, row sums, and EWMA values