InputOneSample: InputOneSample

In SmartSifter: Online Unsupervised Outlier Detection Using Finite Mixtures with Discounting Learning Algorithms

Description

updates parameters after inputting one sample

Usage

InputOneSample(y, param = TRUE, smart, const, initial)

Arguments

y	A one-row matrix, the new sample to be input.
param	A logical scalar. If TRUE, the model is in parametric version, otherwise, a non-parametric one.
smart	A matrix, stores all the parameters over the continuous domain.
const	A numeric vector, specifies the value of all global variables, if param = T, then const = c(N,n,d,rh,r,K,alpha); if param=FALSE, then const = c(N,n,d,rh,r,K,sigma_sqare).
initial	A numeric vector, specifies the initial value of parameters over the continuous domain, if param = T, initial = c(pi_1,mean_1,cov_1, ..., pi_K, mean_K,cov_K), if param = F, initial = c(q1,q2, ..., qK).

Value

The matrix which stores updated parameters over the continuous domain.

SmartSifter documentation built on May 2, 2019, 7:27 a.m.