initFFFMeanCD {ffstream} | R Documentation |
This function makes it simple to initalise an FFF object.
initFFFMeanCD(alpha = 0.01, lambda = 1, BL = 50)
alpha |
The value of the significance level.
Default value is |
lambda |
The value of the fixed forgetting factor.
Default value is |
BL |
The length of the burn-in region. Default value is |
library(Rcpp) fffcd1 <- initFFFMeanCD() # initialises with alpha=0.01 fffcd2 <- initFFFMeanCD(0.05, 0.95) # initialises with alpha=0.05 # and lambda=0.95 (and BL=50)