update_average: In this file all the functions needed by the SEMA algorithm...

In L-Ippel/SEMA: Streaming Expectation Maximization Approximation

Description

In this file all the functions needed by the SEMA algorithm are listed. NOTE that we use observation to refer to the level 1 data and individual or unit to refer to the units at level 2. So, the observations are clustered within individuals, but other groupings are dealt with the equally. NOTE 2, these functions are all read in by the SEMA algorithm meaning that you do not need to worry about transponing certain vectors or matrices, it has been taken care of in the main function. update_average is the online update of a sample mean

Usage

update_average(old, obs, n)

Arguments

old	The old (current) mean.
obs	The new observation.
n	The total number of observations.

Value

The updated sample mean.

L-Ippel/SEMA documentation built on May 30, 2019, 8:23 a.m.