cpp_computeAFFMean {ffstream} | R Documentation |
Given a vector x
and a value eta
for step size
in the stochastic gradient descent for the adaptive forgetting
factor, this returns the value of the fixed forgetting factor mean
\bar{x}_{N, \overrightarrow{λ} }, where N is the
length of x
. Algorithm is implemented in C++.
cpp_computeAFFMean(x, eta)
x |
Vector of numeric values values. |
eta |
Value for the step size in the gradient descent step. |