update_Omega {ffstream}R Documentation

Update Omega

Description

Function to sequentially update the value of Omega

Usage

update_Omega(Omega_old, lambda_old, w_new)

Arguments

Omega_old

The old (previous) value of Omega.

lambda_old

The value of the forgetting factor.

m_new

The new (current) value of m.


[Package ffstream version 0.1.6 Index]