smooth_lin {noisyCE2}

Linear first-order smoothing rule

Description

Linear smoothing rule

x_{t+1}:=a\,x_t + (1-a)\,x_{t-1}

for some a\in[0,1].

Usage

smooth_lin(x, xt, a)

Arguments

x

numeric value of the last value of the parameter.

xt

numeric vector of past values of the parameter (time series).

a

smoothing parameter a.

Value

A numeric vector of updated parameters.

See Also

Other smoothing rules: smooth_dec()