cpp_computeAFFMean: Compute the AFF mean of a vector

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

Compute the AFF mean of a vector

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{\lambda} }, where N is the length of x. Algorithm is implemented in 'C++'.

Usage

cpp_computeAFFMean(x, eta)

Arguments

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

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