standardizeInputsEW: Standardizes the observation x and updates the online moment...
In hermiter: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

standardizeInputsEW

R Documentation

Standardizes the observation x and updates the online moment inputs

Description

The online moments are updated via exponential weighting.

Usage

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.