Variance calculation for exponentialMovingAverage was incorrect
Description
Current equation is
a.variance = (1 - decreaseEMAAlpha) (a.variance + decreaseEMAAlphaxx) =>
a.variance = a.variance - decreaseEMAAlphaa.variance + decreaseEMAAlphaxx - decreaseEMAAlpha decreaseEMAAlphax*x
this is not correct. Proposed version is correct one
Variance calculation for exponentialMovingAverage was incorrect
Description
Current equation is a.variance = (1 - decreaseEMAAlpha) (a.variance + decreaseEMAAlphaxx) => a.variance = a.variance - decreaseEMAAlphaa.variance + decreaseEMAAlphaxx - decreaseEMAAlpha decreaseEMAAlphax*x this is not correct. Proposed version is correct one
@mengelbart could you please review my version ?
Reference issue