new_filter_GNGD: Create a GNGD (Generalized Normalized Gradient Descent)...
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Value
View source: R/online_filter.R
Description
Create a GNGD (Generalized Normalized Gradient Descent) filter object
Usage
1
new_filter_GNGD(width, mu = 0.1, eps = 1, rho = 0.1)
Arguments
width
width of the filter
mu
learning factor
eps
a positive epsilon to make small norm numeric stable
rho
gradient descend factor for adaptive eps
Value
a GNGD filter object
imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.
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Description Usage Arguments Value
View source: R/online_filter.R
Description
Create a GNGD (Generalized Normalized Gradient Descent) filter object
Usage
1 | new_filter_GNGD(width, mu = 0.1, eps = 1, rho = 0.1)
|
Arguments
width |
width of the filter |
mu |
learning factor |
eps |
a positive epsilon to make small norm numeric stable |
rho |
gradient descend factor for adaptive eps |
Value
a GNGD filter object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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