update_u: Update 'u'

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

Update u

Description

Function to sequentially update the weight used to scale the forgetting factor variance, u.

Usage

update_u(u_old, w_new)

Arguments

u_old	The old (previous) value of u.
w_new	The new (current) value of w.

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