smooth_lin {noisyCE2} | R Documentation |
Linear smoothing rule
x_{t+1}:=a\,x_t + (1-a)\,x_{t-1}
for some a\in[0,1]
.
smooth_lin(x, xt, a)
x |
|
xt |
|
a |
smoothing parameter |
A numeric
vector of updated parameters.
Other smoothing rules:
smooth_dec()