update_param: compute new mean and sd from old ones with one additional...
In wangtengyao/ocd: High-Dimensional Multiscale Online Changepoint Detection
Description
Usage
Arguments
Value
Description
compute new mean and sd from old ones with one additional observation
Usage
1
update_param(old_mean, old_sd, x_new, n_obs)
Arguments
old_mean
vector of old means
old_sd
vector of old standard deviation
x_new
new observation vector
n_obs
total number of observations (including x_new)
Value
list of two vectors: new mean and new standard deviation
wangtengyao/ocd documentation built on Oct. 4, 2020, 1:32 p.m.
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Description Usage Arguments Value
Description
compute new mean and sd from old ones with one additional observation
Usage
1 | update_param(old_mean, old_sd, x_new, n_obs)
|
Arguments
old_mean |
vector of old means |
old_sd |
vector of old standard deviation |
x_new |
new observation vector |
n_obs |
total number of observations (including x_new) |
Value
list of two vectors: new mean and new standard deviation
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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