update_mean {ffstream}R Documentation

Update the FF mean

Description

Function to sequentially update the FF mean

Usage

update_mean(ffmean_old, w_new, x_new)

Arguments

ffmean_old

The old (previous) value of ffmean.

w_new

The new (current) value of w.

x_new

The current observation.


[Package ffstream version 0.1.6 Index]