update_w: Update the weight

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

Update the weight

Description

Function to sequentially update the weight used in the computation of the forgetting factor mean

Usage

update_w(w_old, lambda_old)

Arguments

w_old	The old (previous) value of w.
lambda_old	The value of the forgetting factor. No real need to add 'old' here, in the adaptive scheme, these are the the values from the previous iteration.

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