lp_vector_cpp

<p>the first order low-pass filter coefficient</p>

<p>This function returns a vector which is x through a unity gain first-order low-pass filter.</p>

A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the pre-print paper "onlineforecast: An R package for adaptive and recursive forecasting" <arXiv:2109.12915>.

Peder Bacher

onlineforecast

lp_vector_cpp: Low pass filtering of a vector.

Description

Arguments