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I currently am going through some examples of J, and am trying to do an exponential moving average.

For the simple moving average I have done as follows: 

sma =: +/%[

With the following given:

5 sma 1 2 3 4 5
1.2 1.4 1.6 1.8 2

After some more digging I found an example of the exponential moving average in q. 

.q.ema:{first[y]("f"$1-x)\x*y}

I have tried porting this to J with the following code:

ema =: ({. y (1 - x)/x*y)

However this results in the following error: 

domain error
|   ema=:({.y(1-x)    /x*y)

This is with x = 20, and y an array of 20 random numbers.

Micha Wiedenmann
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1 Answers1

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A couple of things that I notice that might help you out.

1) When you declare a verb explicitly you need to use the : Explicit conjunction and in this case since you have a dyadic verb the correct form would be 4 : 'x contents of verb y' Your first definition of sma =: +/%[ is tacit, since no x or y variables are shown.

ema =: 4 : '({. y (1 - x)/x*y)'

2) I don't know q, but in J it looks as if you are trying to Insert / a noun 1 - x into a list of integers x * y. I am guessing that you really want to Divides %. You can use a gerunds as arguments to Insert but they are special nouns representing verbs and 1 - x does not represent a verb.

ema =: 4 : '({. y (1 - x)%x*y)'

3) The next issue is that you would have created a list of numbers with (1 - x) % x * y, but at that point y is a number adjacent to a list of numbers with no verb between which will be an error. Perhaps you meant to use y * (1 - x)%x*y ?

At this point I am not sure what you want exponential moving average to do and hope the clues I have provided will give you the boost that you need.

bob
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