smooth_lin: Linear first-order smoothing rule

In noisyCE2: Cross-Entropy Optimisation of Noisy Functions

Description

Linear smoothing rule

x_{t+1}:=a\,x_t + (1-a)\,x_{t-1}

for some a\in[0,1].

Usage

smooth_lin(x, xt, a)

Arguments

x	numeric value of the last value of the parameter.
xt	numeric vector of past values of the parameter (time series).
a	smoothing parameter a.

Value

A numeric vector of updated parameters.

See Also

Other smoothing rules: smooth_dec()

noisyCE2 documentation built on Nov. 9, 2020, 5:13 p.m.