update_var: Update the FF variance

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

Update the FF variance

Description

Function to sequentially update the forgetting factor variance

Usage

update_var(ffvar, ffmean_old, lambda, v_old, v_new, w_new, x_new)

Arguments

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.
v_new	The new (current) value of v.
w_new	The new (current) value of w.
x_new	The new (current) observation.

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