cpp_computeFFFMean {ffstream}R Documentation

Compute the FFF mean of a vector

Description

Given a vector x and a value lambda for a fixed forgetting factor, returns the value of the fixed forgetting factor mean \bar{x}_{N, λ}, where N is the length of x. Algorithm is implemented in C++.

Usage

cpp_computeFFFMean(x, lambda)

Arguments

x

Vector of numeric values values.

lambda

Value for the fixed forgetting factor in [0,1].


[Package ffstream version 0.1.6 Index]