computeFFFMean {ffstream} | R Documentation |
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++.
computeFFFMean(x = c(0), lambda = 0.99)
x |
Vector of numeric values values. Default is |
lambda |
Value for the fixed forgetting factor in [0,1].
Default is |
Dean Bodenham
D. A. Bodenham and N. M. Adams (2016) Continuous monitoring for changepoints in data streams using adaptive estimation. Statistics and Computing doi:10.1007/s11222-016-9684-8