Add exponentially weighted moving average

Cargo.toml

 [package]
 name = "mentat"
-version = "0.0.3"
+version = "0.0.4"
 authors = ["Rui  Vieira <ruidevieira@googlemail.com>"]
 exclude = [".idea/**/*", "docs/**/*"]
 description = "A Rust library for scientific computing."

docs/README.md

 # Examples
 
+# Exponentially weighted moving average
+
+```rust
+use matplotrust::*;
+
+let mut samples: Vec<f64> = Vec::new();
+let mut rng = rand::thread_rng();
+samples.push(10.0);
+let mut ewma = EWMA::new(10.0, 25);
+let mut average: Vec<f64> = Vec::new();
+average.push(10.0);
+for i in 1..100 {
+    let prev = samples[i-1];
+    samples.push(prev + rng.gen_range(-2.0, 2.0));
+    average.push(ewma.update(samples[i]));
+}
+print!("{:?}", average);
+let mut figure = Figure::new();
+let points = scatter_plot::<i64, f64>((0..100).collect(), samples, None);
+figure.add_plot(points);
+let mut options = LinePlotOptions::new();
+options.colour = Some("red".to_string());
+let line = line_plot::<i64, f64>((0..100).collect(), average, Some(options));
+figure.add_plot(line);
+let s = figure.save("./docs/figures/ewma.png", None);
+```
+![](figures/ewma.png)
+
 # Monotonic Cubic Spline interpolation
 
 ```rust
@@ -17,4 +45,4 @@ for i in 0..100 {
 }
 ```
 
-![plot](figures/monotonic_cubic_spline.png)
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+![](figures/monotonic_cubic_spline.png)
\ No newline at end of file

src/lib.rs

-extern crate rand;
-
 #[cfg(test)]
 extern crate matplotrust;
 
-mod utils;
+extern crate rand;
 
 use rand::prelude::*;
 use rand::distributions::Normal as N;
 use std::f64::consts::PI;
 
+mod utils;
+mod timeseries;
+
 macro_rules! assert_delta {
     ($x:expr, $y:expr, $d:expr) => {
         if !(($x - $y).abs() < $d || ($y - $x).abs() < $d) { panic!(); }

src/timeseries/mod.rs

+#[cfg(test)]
+extern crate rand;
+
+struct EWMA {
+    current: f64,
+    age: i64,
+    decay: f64
+}
+
+impl EWMA {
+
+ pub fn new(value: f64, age: i64) -> EWMA {
+    let decay = 2.0 / (age as f64 + 1.0);
+     return EWMA {
+         age: age,
+         decay: decay,
+         current: value
+     };
+ }
+
+ pub fn update(&mut self, value : f64) -> f64 {
+    self.current = (value * self.decay) + (self.current * (1.0 - self.decay));
+    return self.current;
+ }
+}
+
+#[cfg(test)]
+mod test_ewma {
+
+    use super::*;
+    use rand::Rng;
+
+    #[test]
+    fn ewma_test() {
+
+        use matplotrust::*;
+
+        let mut samples: Vec<f64> = Vec::new();
+        let mut rng = rand::thread_rng();
+        samples.push(10.0);
+        let mut ewma = EWMA::new(10.0, 25);
+        let mut average: Vec<f64> = Vec::new();
+        average.push(10.0);
+        for i in 1..100 {
+            let prev = samples[i-1];
+            samples.push(prev + rng.gen_range(-2.0, 2.0));
+            average.push(ewma.update(samples[i]));
+        }
+        print!("{:?}", average);
+        let mut figure = Figure::new();
+        let points = scatter_plot::<i64, f64>((0..100).collect(), samples, None);
+        figure.add_plot(points);
+        let mut options = LinePlotOptions::new();
+        options.colour = Some("red".to_string());
+        let line = line_plot::<i64, f64>((0..100).collect(), average, Some(options));
+        figure.add_plot(line);
+        let s = figure.save("./docs/figures/ewma.png", None);
+    }
+}
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