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  • % Generated by roxygen2: do not edit by hand
    % Please edit documentation in R/RcppExports.R
    \name{rls_update_cpp}
    \alias{rls_update_cpp}
    \title{Calculating k-step recursive least squares estimates}
    \arguments{
    \item{y}{Vector of observation}
    
    \item{X}{Matrix of input variables (design matrix)}
    
    \item{theta}{Vector of parameters (initial value)}
    
    \item{P}{Covariance matrix (initial value)}
    
    \item{lambda}{Forgetting factor}
    
    \item{k}{Forecast horizon}
    
    \item{n}{Length of the input}
    
    \item{np}{Dimension of P (np x np)}
    
    \item{istart}{Start index}
    
    \item{kmax}{Keep only the last kmax rows for next time}
    }
    \description{
    This function applies the k-step recursive least squares scheme to estimate
    parameters in a linear regression model.
    }