cpp_computeFFFMean: Compute the FFF mean of a vector

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

Compute the FFF mean of a 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

cpp_computeFFFMean(x, lambda)

Arguments

x	Vector of numeric values values.
lambda	Value for the fixed forgetting factor in [0,1].

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