View source: R/originalRcode.R
update_var | R Documentation |
Function to sequentially update the forgetting factor variance
update_var(ffvar, ffmean_old, lambda, v_old, v_new, w_new, x_new)
ffvar |
The new (current) value of the forgetting factor variance. |
ffmean_old |
The old (previous) value of the forgetting factor mean. In fact, the formula requires this value, rather than the current value of the FF mean. |
lambda |
The value of the forgetting factor. |
v_old |
The old (previous) value of |
v_new |
The new (current) value of |
w_new |
The new (current) value of |
x_new |
The new (current) observation. |
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