| standardizeInputsEW {hermiter} | R Documentation |
Standardizes the observation x and updates the online moment inputs
Description
The online moments are updated via exponential weighting.
Usage
standardizeInputsEW(x, n_obs, lambda, current_mean, current_var)
Arguments
x |
A numeric value. |
n_obs |
A numeric value. The number of observations. |
lambda |
A numeric value. |
current_mean |
A numeric value. |
current_var |
A numeric value. |
Value
A numeric vector. The first element is the updated mean. The second element is the updated variance times n_obs. The third element is the updated, standardized value of x.
Author(s)
Michael Stephanou <michael.stephanou@gmail.com>
[Package hermiter version 2.3.1 Index]