computeFFFMean {ffstream}R Documentation

Quick computation of FFF mean of a given vector

Description

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++.

Usage

computeFFFMean(x = c(0), lambda = 0.99)

Arguments

x

Vector of numeric values values. Default is c(0), a vector of one element (zero)

lambda

Value for the fixed forgetting factor in [0,1]. Default is lambda=0.99.

Author

Dean Bodenham

References

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

See Also

computeAFFMean


[Package ffstream version 0.1.6 Index]