standardizeInputsEW: Standardizes the observation x and updates the online moment...

Description Usage Arguments Value Author(s)

View source: R/RcppExports.R

Description

The online moments are updated via exponential weighting.

Usage

1
standardizeInputsEW(x, n_obs, lambda, current_mean, current_var)

Arguments

x

A numeric value.

n_obs

A numeric value. The number of observations.

lambda

A numeric value.

current_mean

A numeric value.

current_var

A numeric value.

Value

A numeric vector. The first element is the updated mean. The second element is the updated variance times n_obs. The third element is the updated, standardized value of x.

Author(s)

Michael Stephanou <michael.stephanou@gmail.com>


hermiter documentation built on Nov. 17, 2021, 1:07 a.m.