get_L_deriv: Compute the derivative of L

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

Compute the derivative of L

Description

Compute the derivative of the cost function L, defined as:

L_{N} = [\bar{x}_{N-1, \overrightarrow{\lambda}} - x_{N}

Usage

get_L_deriv(xbar_old, xbar_old_deriv, x_new)

Arguments

xbar_old	The old (previous) value of xbar.
xbar_old_deriv	The old (previous) value of the derivative of xbar.
x_new	The value of the current observation.

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