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 cpp_computeAFFMean(x, eta) 

Arguments

 x Vector of numeric values values. eta Value for the step size in the gradient descent step.

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