cpp_computeAFFMean: Compute the AFF mean of a vector

Description Usage Arguments

View source: R/RcppExports.R

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.


ffstream documentation built on May 29, 2017, 10:33 p.m.

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