CHANGED TO MIRROR

Assets/Mirror/Runtime/ExponentialMovingAverage.cs

@@ -0,0 +1,37 @@
+namespace Mirror
+{
+    // implementation of N-day EMA
+    // it calculates an exponential moving average roughly equivalent to the last n observations
+    // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
+    public class ExponentialMovingAverage
+    {
+        readonly float alpha;
+        bool initialized;
+
+        public double Value { get; private set; }
+        public double Var { get; private set; }
+
+        public ExponentialMovingAverage(int n)
+        {
+            // standard N-day EMA alpha calculation
+            alpha = 2.0f / (n + 1);
+        }
+
+        public void Add(double newValue)
+        {
+            // simple algorithm for EMA described here:
+            // https://en.wikipedia.org/wiki/Moving_average#Exponentially_weighted_moving_variance_and_standard_deviation
+            if (initialized)
+            {
+                double delta = newValue - Value;
+                Value += alpha * delta;
+                Var = (1 - alpha) * (Var + alpha * delta * delta);
+            }
+            else
+            {
+                Value = newValue;
+                initialized = true;
+            }
+        }
+    }
+}