cpp_computeAFFMean: Compute the AFF mean of a vector

Description Usage Arguments

Description

Given a vector x and a value eta for step size in the stochastic gradient descent for the adaptive forgetting factor, this returns the value of the fixed forgetting factor mean \bar{x}_{N, \overrightarrow{λ} }, where N is the length of x. Algorithm is implemented in C++.

Usage

1

Arguments

x

Vector of numeric values values.

eta

Value for the step size in the gradient descent step.



Search within the ffstream package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.