Exponential moving average for streams

average.js

// Exponential moving average

function average (alpha) {
    
    var last;    
    alpha = alpha || 3/4;

    return function (input) {
        if (!last) {
            last = input;
            return last;
        }

        last = last + alpha * (input - last);
        return last;

    }
}

var a = average(1/3);
a(1);
a(2);
a(3);