cpp_computeAFFMean {ffstream}R Documentation

Compute the AFF mean of a vector

Description

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++.

Usage

cpp_computeAFFMean(x, eta)

Arguments

x

Vector of numeric values values.

eta

Value for the step size in the gradient descent step.


[Package ffstream version 0.1.6 Index]