new_filter_RLS: Create an RLS (Recursive Least Squares) filter object
In imlijunda/tswbench: Tushare Workbench
Description
Usage
Arguments
Value
View source: R/online_filter.R
Description
Create an RLS (Recursive Least Squares) filter object
Usage
1
new_filter_RLS(width, lambda = 0.99, sigma = 1)
Arguments
width
width of the filter
lambda
forgetting factor
sigma
initial factor for covariance matrix
Value
an RLS 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 an RLS (Recursive Least Squares) filter object
Usage
1 | new_filter_RLS(width, lambda = 0.99, sigma = 1)
|
Arguments
width |
width of the filter |
lambda |
forgetting factor |
sigma |
initial factor for covariance matrix |
Value
an RLS 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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