Description
Usage
Arguments
Value
View source: R/originalRcode.R
Original implementation in R of the AFF
stream 
The stream of observations.

BL 
The burnin length, used to estimate the mean and variance.

params 
An unnamed list of parameters for the FFF algorithm.
Consists of:
lambda The value of the fixed forgetting
factor (FFF). Should be in the range
[0,1].
p The value of the significance threshold,
which was later renamed alpha
(in the paper, not in this function).
resettozero A flag; if it zero, then the
ffmean will be reset to zero
after each change. Usually set
to 1 (i.e. do not reset).
u_init The initial value of u .
Should be set to 0.
v_init The initial value of v .
Should be set to 0.
w_init The initial value of w .
Should be set to 0.
affmean_init The initial value of the
forgetting factor mean,
ffmean .
Should be set to 0.
affvar_init The initial value of the
forgetting factor variance,
ffvar .
Should be set to 0.
low_bound The lower bound for lambda .
Usually set to 0.6 .
up_bound The upper bound for lambda .
Usually set to 1 .
signchosen The sign used in the gradient.
descent. Usually set to
1 .
alpha The value of the step size in
the gradient descent step. In
the paper it is referred to
as ε.
Usually 0.01 , or otherwise
0.1 or 0.001 .

A vector with the values of the adaptive forgetting factor
\overrightarrow{λ}.
ffstream documentation built on May 14, 2018, 9:08 a.m.