computeFFFMean: Quick computation of FFF mean of a given vector

In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data

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, \lambda}, 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.

Value

The fixed forgetting factor mean (scalar).

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

ffstream documentation built on May 31, 2023, 7:53 p.m.