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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.
}